"First passage times and option pricing under a mixed-exponential jump ..."

Steven S. G. Kou (2012)

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DOI: 10.1145/2185395.2185401

access: closed

type: Journal Article

metadata version: 2020-04-25

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Steven S. G. Kou:
First passage times and option pricing under a mixed-exponential jump diffusion model (abstract only). SIGMETRICS Perform. Evaluation Rev. 39(4): 24 (2012)

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