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"Error analysis of asymptotic option prices in a jump-diffusion model."

Lamia Benothman, Faouzi Trabelsi (2014)

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DOI: 10.1504/IJMMNO.2014.063266

access: closed

type: Journal Article

metadata version: 2020-08-06

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  - https://dblp.org/rec/journals/ijmno/BenothmanT14
Lamia Benothman, Faouzi Trabelsi:
Error analysis of asymptotic option prices in a jump-diffusion model. Int. J. Math. Model. Numer. Optimisation 5(3): 171-190 (2014)

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