"European rainbow option values under the two-asset Merton jump-diffusion ..."

Lynn Boen (2020)

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DOI: 10.1016/J.CAM.2019.112344

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type: Journal Article

metadata version: 2025-01-19

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Lynn Boen:
European rainbow option values under the two-asset Merton jump-diffusion model. J. Comput. Appl. Math. 364 (2020)

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