Author:
Cheang Gerald H. L.,Chiarella Carl
Subject
Applied Mathematics,Finance
Reference26 articles.
1. Lévy Processes and Stochastic Calculus
2. AMERICAN EXCHANGE OPTIONS AND A PUT-CALL TRANSFORMATION: A NOTE
3. The Valuation of American Options on Multiple Assets
4. ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
5. Cheang, G. H. L., Chiarella, C. and Ziogas, A. 2006. On exchange options with jumps. Proceedings of the Third IASTED International Conference on Financial Engineering and Applications. October9–112006. Edited by: Holder, M. pp.104–109. Cambridge, MA, USA: MIT Press.
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37 articles.
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