Pricing vulnerable options with variable default boundary under jump-diffusion processes
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1687-1847
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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online resource.
- Erschienen in
-
Pricing vulnerable options with variable default boundary under jump-diffusion processes ; volume:2018 ; number:1 ; day:14 ; month:12 ; year:2018 ; pages:1-21 ; date:12.2018
Advances in difference equations ; 2018, Heft 1 (14.12.2018), 1-21, 12.2018
- Urheber
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Zhou, Qing
Wang, Qian
Wu, Weixing
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1186/s13662-018-1915-1
- URN
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urn:nbn:de:101:1-2019013123101660950594
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
- 14.08.2025, 11:01 MESZ
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Beteiligte
- Zhou, Qing
- Wang, Qian
- Wu, Weixing
- SpringerLink (Online service)
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