Valuation of European and American options with discrete dividends in a stochastic volatility with independent jumps model

Autor:	C. Chiarella, F. D'Ippoliti, E. Moretto, S. Pasquali
Rok vydání:	2010
Zdroj:	Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2010), Ravello, 2010 info:cnr-pdr/source/autori:C. Chiarella, F. D'Ippoliti, E. Moretto, and S. Pasquali/congresso_nome:Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2010)/congresso_luogo:Ravello/congresso_data:2010/anno:2010/pagina_da:/pagina_a:/intervallo_pagine
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=cnr_________::416457bf72f1170a865b50e46099410c https://publications.cnr.it/doc/113366 Zobrazit plný text záznamu