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A CLOSED-FORM OPTION VALUATION FORMULA IN MARKOV JUMP DIFFUSION MODELS (CHENG-DER FUH, SHIH-KUEI LIN)

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Date2008.07.14

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7-1-TW_ShihKueiLin_A Closed-Form Option Valuation Formula in Markov Jump Diffusion Models.pdf

다음 게시물

Valuation of Power Options under Hestons Stochastic Volatility Model(Kyoung-Sook Moon, In-Suk Wee)

2008.07.14

이전 게시물

HEDGING EFFECTIVENESS AND OPTIMAL HEDGE RATIO IN INDIAN STOCK AND COMMODITY DERIVATIVES MARKETS: A VAR-MGARCH APPROACH (BRAJESH KUMAR, PRIYANKA SINGH)

2008.07.14

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