Analytical Option Pricing Under a Displaced Double Exponential Jump-Diffusion Model
SSRN Electronic Journal2013
Citations Over Time
Related Papers
- → Jump-Diffusion Processes(2019)1 cited
- American Put-call Symmtry in Jump Diffusion Model(2010)
- STUDYING THE CO-MOVEMENTS OF STOCK MARKETS BASED ON A TWO-DIMENSION JUMP DIFFUSION MODEL(2010)
- → The Full Jump‐Diffusion Model(2016)
- → Jump-Diffusion Processes(2015)