Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
| Year of publication: |
2012
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|---|---|
| Authors: | Albrecher, Hansjrg ; Kortschak, Dominik ; Zhou, Xiaowen |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 2 (1.4.), p. 97-130
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