Перегляд за автором "Jönsson, H."

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  • Convergence of option rewards for Markov type price processes 
    Silvestrov, D.; Jönsson, H.; Stenberg, F. (2007)
    A general price process represented by a two-component Markov process is considered. Its first component is interpreted as a price process and the second one as an index process controlling the price component. American ...