Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process

Susumu Seko, Atsuo Suzuki, Katsunori Ano

Research output: Contribution to journalArticle

Original languageEnglish
JournalDefault journal
Publication statusPublished - 2002 Oct 1

Cite this

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 journalArticle

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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",
year = "2002",
month = "10",
day = "1",
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T1 - Simulation on the value and the double exercise boundaries of Game option with jump-diffusion process

AU - Seko, Susumu

AU - Suzuki, Atsuo

AU - Ano, Katsunori

PY - 2002/10/1

Y1 - 2002/10/1

M3 - Article

JO - Default journal

JF - Default journal

ER -