Pricing foreign exchange option under jump-diffusion
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| Date: | 2015 |
|---|---|
| Main Authors: | E. N. Derieva, A. P. Knopov |
| Format: | Article |
| Language: | English |
| Published: |
2015
|
| Series: | Teoriia optymalnykh rishen |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000475023 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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