- Bounds for the range of American contingent claim prices in the jump-diffusion model
Description
- Title: Bounds for the range of American contingent claim prices in the jump-diffusion model
- Journal title: Applicationes Mathematicae
- Creator: Janicki, Aleksander ; Wybraniec, Jacek
- Pages: s. 103-108
- Description: Ref. ; Abstr.
- Date issued: 2005
- Type: Tekst
- Language: eng
- Detailed object type: art
- Object type: Artykuł
- Location: Vol. 32, nr 1 (2005)