求文献COMPUTATION of GREEKS for JUMP-DIFFUSION MODELS

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【作者(必填)】Eddahbi, M.
Ben Cherif, S.M.L.
Nasroallah, A.

【文题(必填)】COMPUTATION of GREEKS for JUMP-DIFFUSION MODELS

【年份(必填)】2015

【全文链接或数据库名称(选填)】

Affiliation:	Cadi Ayyad University, Faculty of Sciences and Techniques, Department of Mathematics
Source:	In: International Journal of Theoretical and Applied Finance. (International Journal of Theoretical and Applied Finance, 19 September 2015, 18(6))
Publication Information:	World Scientific Publishing Co. Pte Ltd
Publication Year:	2015 http://www.worldscientific.com/doi/abs/10.1142/S0219024915500399