DOI
10.31390/cosa.5.2.03
Recommended Citation
Benth, Fred Espen; Di Nunno, Giulia; and Khedher, Asma
(2011)
"Robustness of option prices and their deltas in markets modelled by jump-diffusions,"
Communications on Stochastic Analysis: Vol. 5:
No.
2, Article 3.
DOI: 10.31390/cosa.5.2.03
Available at:
https://repository.lsu.edu/cosa/vol5/iss2/3
