On the Numerical Evaluation of Option Prices in Jump...

On the Numerical Evaluation of Option Prices in Jump Diffusion Processes

Carr, Peter, Mayo, Anita
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Volume:
13
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/13518470701201512
Date:
June, 2007
File:
PDF, 210 KB
english, 2007
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