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A jump-diffusion approach to modelling vulnerable option pricing

✍ Scribed by Weidong Xu; Weijun Xu; Hongyi Li; Weilin Xiao

Book ID: 116494900
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 217 KB
Volume: 9
Category: Article
ISSN: 1544-6123
DOI: 10.1016/j.frl.2011.07.001

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