Calibration and hedging under jump diffusion
Year of publication: |
2006
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Authors: | He, C. ; Kennedy, J.S. ; Coleman, T.F. ; Forsyth, P.A. ; Li, Y. ; Vetzal, K.R. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 9.2006, 1, p. 1-36
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