"Option pricing for a stochastic-volatility jump-diffusion model with ..."

Guoqing Yan, Floyd B. Hanson (2006)

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DOI: 10.1109/ACC.2006.1657175

access: closed

type: Conference or Workshop Paper

metadata version: 2022-09-27

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Guoqing Yan, Floyd B. Hanson:
Option pricing for a stochastic-volatility jump-diffusion model with log-uniform jump-amplitudes. ACC 2006: 1-6

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