Hepperger, P. T. (2011). Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations.
Chicago Style (17th ed.) CitationHepperger, Peter Thomas. Pricing and Hedging Under High-dimensional Jump-diffusion Models Using Partial Differential Equations. 2011.
MLA (9th ed.) CitationHepperger, Peter Thomas. Pricing and Hedging Under High-dimensional Jump-diffusion Models Using Partial Differential Equations. 2011.
Warning: These citations may not always be 100% accurate.