A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractability.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/cifer/Kou00
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A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractability.
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A jump diffusion model for option pricing with three properties: leptokurtic feature, volatility smile, and analytical tractability.
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