Cass, T. R.
- The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance
2006/04/13 by Thomas Cass, T. R. Cass, Cass, T. R. +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H30 #60J75 #62P05 #91B28 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60H30 #msc:60J75 #msc:62P05 #msc:91B28 #q-fin.PR