Analytical Valuation of Turbo Warrants under Double...

Analytical Valuation of Turbo Warrants under Double Exponential Jump Diffusion

Wong, Hoi Ying, Lau, Ka Yung
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Volume:
15
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2008.707211
Date:
January, 2008
File:
PDF, 362 KB
english, 2008
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