Showing results 1 to 2 of 2
| Title | Author(s) | Issue Date | |
|---|---|---|---|
European option pricing when the riskfree interest rate follows a jump process Journal:Communications in Statistics. Part C: Stochastic Models | 2000 | ||
European option pricing when the riskfree interest rate follows a jump process Proceeding/Conference:Quantitative Methods in Finance | 1997 |