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N°15-08: Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model, M. Leippold and N. Vasiljevic, 2015.

N°15-08: Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model, M. Leippold and N. Vasiljevic, 2015.

AutorM. Leippold, N. Vasiljevic
Datum21. Jan. 2015
KategorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2571208

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