American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach
نویسندگان
چکیده
منابع مشابه
American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2006
ISSN: 1556-5068
DOI: 10.2139/ssrn.899901