OPTION PRICING DRIVEN BY A TELEGRAPH PROCESS WITH RANDOM...

OPTION PRICING DRIVEN BY A TELEGRAPH PROCESS WITH RANDOM JUMPS

OSCAR LÓPEZ and NIKITA RATANOV
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Volume:
49
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/41713809
Date:
September, 2012
File:
PDF, 929 KB
english, 2012
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