Pricing vulnerable options with variable default boundary under jump-diffusion processes
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1687-1847
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
-
online resource.
- Bibliographic citation
-
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
- Creator
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Zhou, Qing
Wang, Qian
Wu, Weixing
- Contributor
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SpringerLink (Online service)
- DOI
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10.1186/s13662-018-1915-1
- URN
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urn:nbn:de:101:1-2019013123101660950594
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 27.11.2025, 3:30 PM CET
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Associated
- Zhou, Qing
- Wang, Qian
- Wu, Weixing
- SpringerLink (Online service)
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