Pricing Basket and Spread Options under a Markov-Modulated Lévy Framework with Synchronous Jumps

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KOZPINAR S., DEELSTRA G., SIMON M.

Actuarial and Financial Mathematics Conference: Interplay between Finance andInsurance: Brussels, 08 Şubat 2018, (Özet Bildiri)

• Yayın Türü: Bildiri / Özet Bildiri
• Ankara Üniversitesi Adresli: Hayır