A viscosity solution approach to valuation of passport options in a jump-diffusion model
Keyword(s):
Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model
2013 ◽
Vol 161
(1)
◽
pp. 122-144
◽
Keyword(s):
2014 ◽
Vol 43
(18)
◽
pp. 3955-3985
◽