American Call Options Under 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: Applied Mathematical Finance
سال: 2009
ISSN: 1350-486X,1466-4313
DOI: 10.1080/13504860802221672