Analysis of a jump-diffusion option pricing model with serially correlated jump sizes
From MaRDI portal
Publication:4634810
DOI10.1080/03610926.2017.1315731zbMath1395.91456OpenAlexW2606676435MaRDI QIDQ4634810
Xenos Chang-Shuo Lin, Daniel Wei-Chung Miao, Wan-Ling Chao
Publication date: 11 April 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1315731
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
This page was built for publication: Analysis of a jump-diffusion option pricing model with serially correlated jump sizes