Coupling and option price comparisons in a jump-diffusion...

Coupling and option price comparisons in a jump-diffusion model

Henderson, Vicky, Hobson, David
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Volume:
75
Language:
english
Journal:
Stochastics An International Journal of Probability and Stochastic Processes
DOI:
10.1080/1045112031000084343
Date:
June, 2003
File:
PDF, 250 KB
english, 2003
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