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Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research
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An option pricing model with double-exponential jumps in returns and GARCH diffusion in volatilities
Qiao, Chunhui
;
Wan, Xiangwei
;
Yang, Nian
- In:
Operations research letters : a journal of INFORMS …
59
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015358884
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