An Option Valuation Model Based on Edgeworth Expansion-A Case of Merton's Jump-Diffusion Model-
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Japanese journal of applied statistics
سال: 2006
ISSN: 0285-0370,1883-8081
DOI: 10.5023/jappstat.35.113