Pricing power options with a generalized jump diffusion
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Publication:4595886
DOI10.1080/03610926.2016.1257138zbMath1379.62060OpenAlexW2553761288MaRDI QIDQ4595886
Juan Liao, Chao Wei, Huisheng Shu
Publication date: 6 December 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1257138
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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