Author:
Lundengård Karl,Ogutu Carolyne,Silvestrov Sergei,Weke Patrick
Publisher
Springer International Publishing
Reference34 articles.
1. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Dover, New York (1964). (ninth Dover printing, tenth GPO printing edition)
2. Amin, K.L.: Jump diffusion option valuation in discrete time. J. Financ. 48(5), 1833–1863 (1993)
3. Barraquand, J., Pudet, T.: Pricing of American path-dependent contingent claims. Math. Financ. 6(1), 17–51 (1996)
4. Bates, D.S.: The crash of ’87: Was it expected? The evidence from options markets. J. Financ. 46(3), 1009–1044 (1991)
5. Black, F., Scholes, M.S.: The pricing of options and corporate liabilities. J. Polit. Econ. 81(3), 54–637 (1973)