Pricing of european options when the underlying stock price follows a linear birth-death process.
| Autor: | Korn, Ralf, Kreer, Markus, Lenssen, Mark |
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| Zdroj: | Communications in Statistics. Stochastic Models; Jan1998, Vol. 14 Issue 3, p647-662, 16p |
| Databáze: | Complementary Index |
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