Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference17 articles.
1. A Proof of the Smoothness of the Finite Time Horizion American Put Option for Jump Diffusions;Bayraktar;SIAM J. Contl. Opt,2009
2. Cai , N. 2008 Ph.D. thesis http://www.docstoc.com/docs/47015408/Jump-diffusion-processes-in-financial-modeling
3. Financial Modelling with Jump Processes
4. Bessel Processes, Asian Options, and Perpetuities;Geman;Math. Finance,1993
Cited by
47 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献