Cliquet Option Pricing in a Jump-Diffusion Lévy Model

Modern Stochastics: Theory and Applications - Lithuania
doi 10.15559/18-vmsta107
Full Text
Abstract

Available in full text

Date
Authors
Publisher

VTeX

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy