Option Pricing Under a Mixed-Exponential Jump Diffusion Model

Ning Cai andS. G. Kou

Resumen

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P�GINAS

pp. 2067 - 2081

N�MERO

Volumen: 57 N�mero: 11 Parte: 0 (2011)

MATERIAS

ADMINISTRACI�N

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INTERNATIONAL JOURNAL OF MANAGEMENT & INFORMATION TECHNOLOGY
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