Convergence of option rewards for Markov type price processes modulated by stochastic indices. II

D.S. Silvestrov, H. Jönsson, F. Stenberg

Research output: Contribution to journal › Article › Academic › peer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Convergence of option rewards for Markov type price processes modulated by stochastic indices. II'. Together they form a unique fingerprint.

Mathematics

Business & Economics