Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates

Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates

Bao, J.
journal of computational and applied mathematics 2019 Vol. 357 pp. 146-160
210
bao2019optionjournal

Citation

ID: 30640
Ref Key: bao2019optionjournal
Use this key to autocite in SciMatic or Thesis Manager

References

Blockchain Verification

Account:
NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
30640
Unique Identifier:
10.1016/j.cam.2019.01.044
Network:
Scimatic Chain (ID: 481)
Loading...
Blockchain Readiness Checklist
Authors
Abstract
Journal Name
Year
Title
4/5
Blockchain Upload Locked

Complete all 5 checklist items to tokenize your article

Saymatik Web3.0 Wallet