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Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps

✍ Scribed by Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen

Book ID: 121448021
Publisher: Taylor and Francis Group
Year: 2012
Tongue: English
Weight: 448 KB
Volume: 19
Category: Article
ISSN: 1350-486X
DOI: 10.1080/1350486X.2011.599976

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