Option Pricing Driven by a Telegraph Process with Random...

Option Pricing Driven by a Telegraph Process with Random Jumps

López, Oscar, Ratanov, Nikita
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Volume:
49
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200009578
Date:
September, 2012
File:
PDF, 128 KB
english, 2012
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