Valuation of Forward Start Options Under Affine Jump-Diffusion Models

AuthID
P-00K-DB1
Tipo de Documento
Article
Year published
2016
Publicado
in QUANTITATIVE FINANCE, ISSN: 1469-7688
Volume: 16, Número: 5, Páginas: 727-747 (21)
Indexing
Publication Identifiers
Wos: WOS:000373839800001
Source Identifiers
ISSN: 1469-7688
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