"Pricing vulnerable options under jump diffusion processes using double ..."

Cuixiang Li et al. (2023)

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DOI: 10.1080/03610918.2020.1864645

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type: Journal Article

metadata version: 2023-03-21

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Cuixiang Li, Huili Liu, Lixia Liu, Qiumei Yao:
Pricing vulnerable options under jump diffusion processes using double Mellin transform. Commun. Stat. Simul. Comput. 52(3): 703-716 (2023)

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