Contour integral method for European options with jumps
نویسندگان
چکیده
منابع مشابه
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1 CMAP-Ecole Polytechnique, France and Center for Financial Engineering, Columbia University, New York, [email protected] 2 Paris VII University and INRIA, Université Paris VII, Laboratoire de Probabilités et Modèles Aléatoires Case courier 7012 2, Place Jussieu, 75251 Paris, France, [email protected] 3 Université Toulouse 1 Sciences Sociales, GREMAQ, 21, allée de Brienne, 31000 Toulo...
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ژورنال
عنوان ژورنال: Communications in Nonlinear Science and Numerical Simulation
سال: 2013
ISSN: 1007-5704
DOI: 10.1016/j.cnsns.2012.08.003