Cite
HARVARD Citation
Nunes, J. et al. (2016). Valuation of forward start options under affine jump-diffusion models. Quantitative finance. 16 (5), pp. 727-747. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Nunes, J. et al. (2016). Valuation of forward start options under affine jump-diffusion models. Quantitative finance. 16 (5), pp. 727-747. [Online].