Pricing participating products under a generalized jump-diffusion model.
Siu, Tak Kuen ; Lau, John W. ; Yang, Hailiang
Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008), / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
DOI : https://doi.org/10.1155/2008/474623
EUDML-ID : urn:eudml:doc:54378 
@article{05314243,
     title = {Pricing participating products under a generalized jump-diffusion model.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2008},
     year = {2008},
     doi = {10.1155/2008/474623},
     zbl = {1141.91386},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05314243}
}

Siu, Tak Kuen; Lau, John W.; Yang, Hailiang. Pricing participating products under a generalized jump-diffusion model.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2008 (2008) . doi : 10.1155/2008/474623. http://gdmltest.u-ga.fr/item/05314243/