"Option Pricing Under a Double Exponential Jump Diffusion Model."

S. G. Kou, Hui Wang (2004)

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DOI: 10.1287/MNSC.1030.0163

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type: Journal Article

metadata version: 2024-08-04

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S. G. Kou, Hui Wang:
Option Pricing Under a Double Exponential Jump Diffusion Model. Manag. Sci. 50(9): 1178-1192 (2004)

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