Guillaume, T. An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve. Wiley.
Chicago Style (17th ed.) CitationGuillaume, Tristan. An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve. Wiley.
MLA (9th ed.) CitationGuillaume, Tristan. An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve. Wiley.
Warning: These citations may not always be 100% accurate.