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Archived publication

Numerical valuation of options with jumps in the underlying

Almendral Vazquez, Ariel; Oosterlee, Cornelis

April 15, 2005

SAND

  • Published date: April 15, 2005
  • Publisher:
  • Refereed: 0
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  • Page(s):
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  • Name and number of project: Prising av derivater
  • Volume/number:
  • Title: Numerical valuation of options with jumps in the underlying
  • Author(s): Almendral Vazquez, Ariel; Oosterlee, Cornelis
  • ISBN: 0168-9274
  • Book title:
  • Editor:

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR