"An Analytically Tractable Model for Pricing Multiasset Options with ..."

Tristan Guillaume (2016)

> Home

Details and statistics

DOI: 10.1155/2016/8029750

access: open

type: Journal Article

metadata version: 2020-07-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jam/Guillaume16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jam/Guillaume16
Tristan Guillaume:
An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve. J. Appl. Math. 2016: 8029750:1-8029750:14 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.