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Details for article 16 of 20 found articles
| Title: |
Testing the Closed-Form Spread Option Pricing Formula Based on Gauss-Hermite Quadrature for a Jump-Diffusion Model |
| Author: |
Lin, Xenos Chang-Shuo Miao, Daniel Wei-Chung Chang, Emma En-Tze |
| Appeared in: |
Computational economics |
| Paging: | Volume 64 () nr. 5 pages 2879-2908 |
| Year: |
2024-02-04 |
| Contents: | |
| Publisher: |
Springer US, New York |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 16 of 20 found articles
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