Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk
2010 ◽
Vol 1
(1)
◽
pp. 454-489
◽
Keyword(s):
2014 ◽
Vol 256
◽
pp. 152-167
◽
2011 ◽
Vol 49
(6)
◽
pp. 2598-2617
◽
Keyword(s):
2014 ◽
Vol 42
(1)
◽
pp. 27-33
◽
2011 ◽
Vol 40
(1)
◽
pp. 63-104
◽
2007 ◽
Vol 330
(1)
◽
pp. 715-728
◽