Pricing double-barrier options under a flexible jump...

Pricing double-barrier options under a flexible jump diffusion model

Ning Cai, Nan Chen, Xiangwei Wan
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Volume:
37
Year:
2009
Language:
english
Pages:
5
DOI:
10.1016/j.orl.2009.02.006
File:
PDF, 842 KB
english, 2009
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