"A Jump-Diffusion Model for Option Pricing."

S. G. Kou (2002)

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DOI: 10.1287/MNSC.48.8.1086.166

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type: Journal Article

metadata version: 2024-08-04

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S. G. Kou:
A Jump-Diffusion Model for Option Pricing. Manag. Sci. 48(8): 1086-1101 (2002)

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