"Multivariate European option pricing in a Markov-modulated Lévy ..."

Griselda Deelstra, Matthieu Simon (2017)

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DOI: 10.1016/J.CAM.2016.11.040

access: closed

type: Journal Article

metadata version: 2020-02-20

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Griselda Deelstra, Matthieu Simon:
Multivariate European option pricing in a Markov-modulated Lévy framework. J. Comput. Appl. Math. 317: 171-187 (2017)

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