"Efficient numerical valuation of European options under the two-asset Kou ..."

Karel J. in 't Hout, Pieter Lamotte (2022)

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DOI: 10.48550/ARXIV.2207.10060

access: open

type: Informal or Other Publication

metadata version: 2022-07-25

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  - journals/corr/abs-2207-10060
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  - https://dblp.org/rec/journals/corr/abs-2207-10060
Karel J. in 't Hout, Pieter Lamotte:
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model. CoRR abs/2207.10060 (2022)

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