"Option Pricing Under a Mixed-Exponential Jump Diffusion Model."

Ning Cai, Steven S. G. Kou (2011)

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DOI: 10.1287/MNSC.1110.1393

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type: Journal Article

metadata version: 2024-08-04

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Ning Cai, Steven S. G. Kou:
Option Pricing Under a Mixed-Exponential Jump Diffusion Model. Manag. Sci. 57(11): 2067-2081 (2011)

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