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Option pricing under jump-diffusion models with mean-reverting bivariate jumps

✍ Scribed by Miao, Daniel Wei-Chung; Lin, Xenos Chang-Shuo; Chao, Wan-Ling

Book ID: 122270724
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 592 KB
Volume: 42
Category: Article
ISSN: 0167-6377
DOI: 10.1016/j.orl.2013.11.004

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