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Output details

10 - Mathematical Sciences

Output 7 of 88 in the submission

Article title

American and European Options in Multi-Factor Jump-Diffusion Models, Near Expiry

Type

D - Journal article

DOI

Title of journal

Finance and Stochastics

Article number

Volume number

Issue number

First page of article

541

ISSN of journal

0949-2984

Year of publication

2008

URL

Number of additional authors

Additional information

Interdisciplinary

Yes

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract