Output details
10 - Mathematical Sciences
Imperial College London
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Output 0 of 0 in the submission
Article title
Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
Type
D - Journal article
Title of journal
Insurance Mathematics & Economics
Article number
-
Volume number
47
Issue number
3
First page of article
415
ISSN of journal
0167-6687
Year of publication
2010
URL
-
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
N - Mathematical Finance - Mathematical Finance
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-