A jump telegraph model for option pricing
- 期刊名称Quantitative Finance
- 作者Ratanov, Nikita
- 卷第7卷
- 期第5期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小194.33KB
- 发表时间2007-10
- DOI10.1080/14697680600991226
- 页码575-583
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