Parisian options with jumps: a maturity–excursion randomization approach

DOI10.1080/14697688.2018.1444785zbMath1406.91437OpenAlexW2800213975MaRDI QIDQ4619530

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Publication date: 6 February 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1444785

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