Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
No abstract is available for this item.
Volume (Year): 13 (1978)
Issue (Month): 03 (September)
|Contact details of provider:|| Postal: |
Web page: http://journals.cambridge.org/jid_JFQ
When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa:v:13:y:1978:i:03:p:461-474_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters)
If references are entirely missing, you can add them using this form.