Pricing approximations and error estimates for local Lévy-type models with default
Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea
- 期刊名称Computers & Mathematics with Applications
- 作者Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea
- 卷第69卷
- 期第10期
- 印刷ISSN0898-1221
- 文件大小819.31KB
- 发表时间2015-05
- DOI10.1016/j.camwa.2015.03.013
- 页码1189-1219