Numerical valuation of options with jumps in the underlying

Almendral Vazquez, Ariel; Oosterlee, Cornelis

April 15, 2005

SAND

• Published date: April 15, 2005
• Publisher:
• Refereed: 0
• Conference:
• Page(s):
• Journal:
• Name and number of project: Prising av derivater
• Volume/number:
• Title: Numerical valuation of options with jumps in the underlying
• Author(s): Almendral Vazquez, Ariel; Oosterlee, Cornelis
• ISBN: 0168-9274
• Book title:
• Editor: