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Option Pricing with a General Marked Point Process

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https://hal-cyu.archives-ouvertes.fr//hal-03679678
Contributor : Jean-Luc Prigent Connect in order to contact the contributor
Submitted on : Thursday, May 26, 2022 - 11:05:47 PM
Last modification on : Friday, May 27, 2022 - 4:01:32 PM

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Jean-Luc Prigent. Option Pricing with a General Marked Point Process. Mathematics of Operations Research, INFORMS, 2001, 26 (1), pp.50-66. ⟨10.1287/moor.26.1.50.10592⟩. ⟨hal-03679678⟩

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