Convergence of jump-diffusion model to the Black Scholes model

  • Wee, In-Suk
제목
Convergence of jump-diffusion model to the Black Scholes model
저자
Wee, In-Suk
학회명
The 11th Applied probability society conference
개최지
New York
학회 개최일
2001-07-01 ~ 2001-07-05