"Pricing Options in Jump-Diffusion Models: An Extrapolation Approach."

Liming Feng, Vadim Linetsky (2008)

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DOI: 10.1287/OPRE.1070.0419

access: closed

type: Journal Article

metadata version: 2020-03-31

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Liming Feng, Vadim Linetsky:
Pricing Options in Jump-Diffusion Models: An Extrapolation Approach. Oper. Res. 56(2): 304-325 (2008)

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