Option pricing under a jump-telegraph diffusion model with...

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Option pricing under a jump-telegraph diffusion model with jumps of random size

Janela, J., Guerra, J., Silva, G.
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Language:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160.2019.1579315
Date:
February, 2019
File:
PDF, 1.77 MB
english, 2019
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