Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/jcam/FakharanyEC18
Home
|
Example Publications
Property
Value
dcterms:
bibliographicCitation
<
http://dblp.uni-trier.de/rec/bibtex/journals/jcam/FakharanyEC18
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Mohamed_Fakharany
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Rafael_Company
>
dc:
creator
<
https://dblp.l3s.de/d2r/resource/authors/Vera_N._Egorova
>
foaf:
homepage
<
http://dx.doi.org/doi.org%2F10.1016%2Fj.cam.2017.03.032
>
foaf:
homepage
<
https://doi.org/10.1016/j.cam.2017.03.032
>
dc:
identifier
DBLP journals/jcam/FakharanyEC18
(xsd:string)
dc:
identifier
DOI doi.org%2F10.1016%2Fj.cam.2017.03.032
(xsd:string)
dcterms:
issued
2018
(xsd:gYear)
swrc:
journal
<
https://dblp.l3s.de/d2r/resource/journals/jcam
>
rdfs:
label
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
(xsd:string)
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Mohamed_Fakharany
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Rafael_Company
>
foaf:
maker
<
https://dblp.l3s.de/d2r/resource/authors/Vera_N._Egorova
>
swrc:
pages
822-834
(xsd:string)
owl:
sameAs
<
http://bibsonomy.org/uri/bibtexkey/journals/jcam/FakharanyEC18/dblp
>
owl:
sameAs
<
http://dblp.rkbexplorer.com/id/journals/jcam/FakharanyEC18
>
rdfs:
seeAlso
<
http://dblp.uni-trier.de/db/journals/jcam/jcam330.html#FakharanyEC18
>
rdfs:
seeAlso
<
https://doi.org/10.1016/j.cam.2017.03.032
>
dc:
title
Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature.
(xsd:string)
dc:
type
<
http://purl.org/dc/dcmitype/Text
>
rdf:
type
swrc:Article
rdf:
type
foaf:Document
swrc:
volume
330
(xsd:string)