MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS
CENTANNI, SILVIA; MINOZZO, MARCO
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者CENTANNI, SILVIA; MINOZZO, MARCO
- 卷第15卷
- 期第3期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小467.02KB
- 发表时间2012-05
- DOI10.1142/S0219024912500185