Option Pricing in Jump Diffusions: A New Integral-Based...

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Option Pricing in Jump Diffusions: A New Integral-Based Framework for European and American Options

Frontczak, Robert
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2025840
File:
PDF, 261 KB
english, 2012
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