Pricing Stock Options in a Jump-Diffusion Model with...

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods

Louis O. Scott
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Volume:
7
Year:
1997
Language:
english
Pages:
14
DOI:
10.1111/1467-9965.00039
File:
PDF, 108 KB
english, 1997
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