Pricing participating products under a generalized jump-diffusion model.

Siu, Tak Kuen; Lau, John W.; Yang, Hailiang

Journal of Applied Mathematics and Stochastic Analysis (2008)

  • Volume: 2008, page Article ID 474623, 30 p.-Article ID 474623, 30 p.
  • ISSN: 2090-3332

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Siu, Tak Kuen, Lau, John W., and Yang, Hailiang. "Pricing participating products under a generalized jump-diffusion model.." Journal of Applied Mathematics and Stochastic Analysis 2008 (2008): Article ID 474623, 30 p.-Article ID 474623, 30 p.. <http://eudml.org/doc/54378>.

@article{Siu2008,
author = {Siu, Tak Kuen, Lau, John W., Yang, Hailiang},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 474623, 30 p.-Article ID 474623, 30 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Pricing participating products under a generalized jump-diffusion model.},
url = {http://eudml.org/doc/54378},
volume = {2008},
year = {2008},
}

TY - JOUR
AU - Siu, Tak Kuen
AU - Lau, John W.
AU - Yang, Hailiang
TI - Pricing participating products under a generalized jump-diffusion model.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2008
PB - Hindawi Publishing Corporation, New York
VL - 2008
SP - Article ID 474623, 30 p.
EP - Article ID 474623, 30 p.
LA - eng
UR - http://eudml.org/doc/54378
ER -

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