Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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Publication:2707188
DOI10.1111/1467-9965.00039zbMath1020.91030OpenAlexW1983618156MaRDI QIDQ2707188
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00039
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