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"Asymptotic analysis of European and American options with jumps in the ..."

Lamia Benothman, Faouzi Trabelsi (2012)

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DOI: 10.1504/IJMOR.2012.048931

access: closed

type: Journal Article

metadata version: 2020-04-16

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  - https://dblp.org/rec/journals/ijmor/BenothmanT12
Lamia Benothman, Faouzi Trabelsi:
Asymptotic analysis of European and American options with jumps in the underlying. Int. J. Math. Oper. Res. 4(5): 548-585 (2012)

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