The Valu ation of Russian Options for DoubleExponential Jump Diffusion Process es
Bibliographic Information
- Title
- The Valu ation of Russian Options for DoubleExponential Jump Diffusion Process es
- Author
- Suzuki, A. and Sawaki, K.
Journal
-
- Asia Pacific Journal of Operati onal Research
-
Asia Pacific Journal of Operati onal Research 27 227-242, 2010
- Tweet
Details 詳細情報について
-
- CRID
- 1010000782132467074
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN
