A jump-diffusion approach to modelling vulnerable option...

A jump-diffusion approach to modelling vulnerable option pricing

Weidong Xu, Weijun Xu, Hongyi Li, Weilin Xiao
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Volume:
9
Year:
2012
Language:
english
DOI:
10.1016/j.frl.2011.07.001
File:
PDF, 217 KB
english, 2012
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