Correction: Exchange Option under Jump-diffusion Dynamics-Reference-Cited by-同舟云学术

Correction: Exchange Option under Jump-diffusion Dynamics

Published:2014-09-02 Issue:1 Volume:22 Page:99-103
ISSN:1350-486X
Container-title:Applied Mathematical Finance
language:en
Short-container-title:Applied Mathematical Finance

Author:

Caldana Ruggero¹,Cheang Gerald H. L.²,Chiarella Carl³,Fusai Gianluca¹⁴

Affiliation:

1. Department of Economics and Business Studies, Università del Piemonte Orientale ‘Amedeo Avogadro’, via E. Perrone 18, Novara, Italy

2. Centre for Industrial and Applied Mathematics, School of Information Technology and Mathematical Sciences, University of South Australia, Adelaide, Australia

3. Finance Discipline Group, UTS Business School, University of Technology, Sydney, Australia

4. Faculty of Finance, Cass Business School, City University, London, UK

Publisher

Informa UK Limited

Subject

Applied Mathematics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2014.937564

Reference2 articles.

1. A general closed-form spread option pricing formula

2. Exchange Options Under Jump-Diffusion Dynamics

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