A Jump-Diffusion Model for Option Pricing
| Year of publication: |
2002
|
|---|---|
| Authors: | Kou, S.G. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 48.2002, 8, p. 1086
|