"The Valuation of Russian Options for Double Exponential Jump Diffusion ..."

Atsuo Suzuki, Katsushige Sawaki (2010)

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DOI: 10.1142/S021759591000265X

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type: Journal Article

metadata version: 2020-05-12

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Atsuo Suzuki, Katsushige Sawaki:
The Valuation of Russian Options for Double Exponential Jump Diffusion Processes. Asia Pac. J. Oper. Res. 27(2): 227-242 (2010)

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