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"Asymptotic analysis of options in a jump-diffusion model with binomial ..."

Lamia Benothman, Faouzi Trabelsi (2013)

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DOI: 10.1504/IJMMNO.2013.051333

access: closed

type: Journal Article

metadata version: 2020-08-06

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Lamia Benothman, Faouzi Trabelsi:
Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution. Int. J. Math. Model. Numer. Optimisation 4(1): 14-55 (2013)

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