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Journal Articles Finance Year : 2010

Exchange Options when One Underlying Price Can Jump

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Computational Finance [q-fin.CP] General Finance [q-fin.GN] Pricing of Securities [q-fin.PR] Quantitative Finance [q-fin] Modeling and Simulation

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https://hal-normandie-univ.archives-ouvertes.fr/hal-02358444

Submitted on : Monday, November 11, 2019-10:53:12 PM

Last modification on : Tuesday, March 14, 2023-3:22:11 PM

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hal-02358444 , version 1 (11-11-2019)

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François Quittard-Pinon, Rivo Randrianarivony. Exchange Options when One Underlying Price Can Jump. Finance, 2010, 31 (1), pp.33. ⟨10.3917/fina.311.0033⟩. ⟨hal-02358444⟩

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