Valuing options in jump diffusion models using generalized Fourier analysis

Journal article

François Quittard-Pinon and Rivo Randrianarivony

Banque et Marchés

01/11/2008

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Title: Valuing options in jump diffusion models using generalized Fourier analysis
Creators: François Quittard-Pinon (Author)
Rivo Randrianarivony (Author)
Publication Details: Banque et Marchés
Identifiers: 9917655409453
Academic Unit: emlyon business school
Language: English
Resource Type: Journal article
Local Fields: 93305