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Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
Albrecher, Hansjörg, Kortschak, Dominik, Zhou, XiaowenVolume:
19
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2011.599976
Date:
April, 2012
File:
PDF, 448 KB
english, 2012