Original language | English |
---|---|
Journal | Default journal |
Publication status | Published - 2002 Oct 1 |
Cite this
Seko, S., Suzuki, A., & Ano, K. (2002). Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process. Default journal.
Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process. / Seko, Susumu; Suzuki, Atsuo; Ano, Katsunori.
In: Default journal, 01.10.2002.Research output: Contribution to journal › Article
Seko, S, Suzuki, A & Ano, K 2002, 'Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process', Default journal.
Seko S, Suzuki A, Ano K. Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process. Default journal. 2002 Oct 1.
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title = "Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process",
author = "Susumu Seko and Atsuo Suzuki and Katsunori Ano",
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T1 - Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process
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