EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS.
| Autor: | D'IPPOLITI, FERNANDA1 dippolit@sci.unich.it, MORETTO, ENRICO2 enrico.moretto@uninsubria.it, PASQUALI, SARA3 sara@mi.imati.cnr.it, TRIVELLATO, BARBARA4 barbara.trivellato@polito.it |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Sep2010, Vol. 13 Issue 6, p901-929. 29p. 5 Charts, 3 Graphs. |
| Databáze: | Business Source Ultimate |
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