Kisoeb Park, Moonseong Kim, Seki Kim. Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. In Osvaldo Gervasi, Beniamino Murgante, Antonio Laganà , David Taniar, Youngsong Mun, Marina L. Gavrilova, editors, Computational Science and Its Applications - ICCSA 2008, International Conference, Perugia, Italy, June 30 - July 3, 2008, Proceedings, Part II. Volume 5073 of Lecture Notes in Computer Science, pages 887-895, Springer, 2008. [doi]
Abstract is missing.