An approximation formula for basket option prices under local stochastic volatility with jumps: An application to commodity markets
- 期刊名称Journal of Computational and Applied Mathematics
- 作者Shiraya, Kenichiro; Takahashi, Akihiko
- 卷第292卷
- 印刷ISSN0377-0427
- 文件大小567.38KB
- 发表时间2016-01
- DOI10.1016/j.cam.2015.06.027
- 页码230-256
Reviews of BooksAlcock, Leslie; Davies, Jeffrey L.; Chapman, Hugh; Reece, Richard; Rigold, S. E.; Parsons, David; Gem, R. D. H.; Brooks, N. P.; Stalley, Roger; Kidson, Peter; Parsons, David; McLees, David; Eames, Elizabeth; White, Peter; White, Peter; Wilson, Christopher; Baggs, A. P.; Quiney, Anthony · Journal of the British Archaeological Association · 1977
Book reviewsDavid Parsons; Richard M. Cooper; David A. E. Shephard; John G. Muir; M. Beriault · 1997
Allergic Fungal SinusitisEnce, Bradford K.; Gourley, David S.; Jorgensen, Neil L.; Shagets, Frank W.; Parsons, David S. · American Journal of Rhinology · 1990
ReviewsMeaney, Audrey; West, S. E.; Gaimster, Märit; Mytum, Harold; Driscoll, Stephen T.; Parsons, David; Roffe, David; Wade-Martins, Peter; Hodges, Richard; Fairclough, Graham; Kenyon, John R. · Medieval Archaeology · 1994
The role of research in educationDavid R. Bevan; David G. Parsons · 1994
Monoclonal Antibodies Specific for the Virion Polypeptide, p27, of Avian RetrovirusesPARSONS, SARAH J.; WILSON, LISE D.; ELY, CONSTANCE M.; PARSONS, J. THOMAS; BENJAMIN, DAVID C. · Hybridoma · 1984
Natural fire management in National ParksDavid J. Parsons; David M. Graber; James K. Agee; Jan W. Van Wagtendonk · 1986
NOTEWORTHY COLLECTIONSLeRoy Gross, Valentin Arvizu, Steve Boyd, Jeffery R. Hughey, Kathy Ann Miller, Arthur L. Jacobson, Peter F. Zika, Peter Lesica, David H. Wagner, David E. Giblin, Joseph L. Arnett, Jenifer Parsons and Arline Fullerton · Madroño · 2009
Five Louth SouterrainsJournal of the County Louth Archaeological and Historical Society · 1979
Ringed Pins of County LouthEamonn P. Kelly · Journal of the County Louth Archaeological and Historical Society · 1986
The Irish PikeG. A. Hayes-McCoy · Journal of the Galway Archaeological and Historical Society · 1943
The Bourkes of ClanwilliamJames Grene Barry · The Journal of the Royal Historical and Archaeological Association of Ireland (Fourth Series) · 1889
Ritualized Middening PracticesMcNiven, Ian J. · Journal of Archaeological Method and Theory · 2013
Inis Thiar: Naming and MisnamingTomás Ó Broin · Journal of the Galway Archaeological and Historical Society · 1999
The La Marche Antler RevisitedMarshack, Alexander; d'Errico, Francesco · Cambridge Archaeological Journal · 1996
Reconstructing the SphinxLehner, Mark · Cambridge Archaeological Journal · 1992