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Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

✍ Scribed by Feng, Liming; Linetsky, Vadim

Book ID: 120423732
Publisher: INFORMS
Year: 2008
Tongue: English
Weight: 502 KB
Volume: 56
Category: Article
ISSN: 0030-364X
DOI: 10.1287/opre.1070.0419

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