Pricing exchange options with correlated jump diffusion processes

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Publication:4957241

DOI10.1080/14697688.2017.1423371zbMath1471.91583OpenAlexW2792105918MaRDI QIDQ4957241

Nicola Cufaro Petroni, Piergiacomo Sabino

Publication date: 3 September 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2017.1423371




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