Risk-Neutral Option Pricing for Log-Uniform Jump-Amplitude...

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Risk-Neutral Option Pricing for Log-Uniform Jump-Amplitude Jump-Diffusion Model

Hanson, Floyd B., Zhu, Zongwu
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2208191
File:
PDF, 377 KB
english, 2013
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