Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (January, 10.1080/14697688.2019.1655785, 2019)
- Publisher:
- ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
- Publication Type:
- Journal Article
- Citation:
- QUANTITATIVE FINANCE, 2020, 20, (2)
- Issue Date:
- 2020-02-01
Closed Access
Filename | Description | Size | |||
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(VOR V2 Correction) Representation of exchange option prices under SVJD dynamics.pdf | Published version | 328.15 kB |
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