"Valuation of European Options with Liquidity Shocks Switching by Fitted ..."

Miglena N. Koleva, Lubin G. Vulkov (2019)

Details and statistics

DOI: 10.1007/978-3-030-41032-2_67

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

a service of  Schloss Dagstuhl - Leibniz Center for Informatics