Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach.
| Autor: | Hilliard, Jimmy E.1 hilliar@lsu.edu, Schwartz, Adam2 aschwartz@bus.olemiss.edu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Sep2005, Vol. 40 Issue 3, p671-691. 21p. 5 Charts, 3 Graphs. |
| Databáze: | Business Source Ultimate |
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