APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING
Year of publication: |
2006
|
---|---|
Authors: | Duan, Jin-Chuan ; Ritchken, Peter ; Sun, Zhiqiang |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 16.2006, 1, p. 21-52
|
Publisher: |
Wiley Blackwell |
Saved in:
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