Convexity preserving jump-diffusion models for option...

Convexity preserving jump-diffusion models for option pricing

Erik Ekström, Johan Tysk
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Volume:
330
Year:
2007
Language:
english
Pages:
14
DOI:
10.1016/j.jmaa.2006.07.088
File:
PDF, 168 KB
english, 2007
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