BibTeX record conf/cifer/Kou00

download as .bib file

@inproceedings{DBLP:conf/cifer/Kou00,
  author       = {Steven G. Kou},
  title        = {A jump diffusion model for option pricing with three properties: leptokurtic
                  feature, volatility smile, and analytical tractability},
  booktitle    = {Proceedings of the {IEEE/IAFE/INFORMS} 2000 Conference on Computational
                  Intelligence for Financial Engineering, CIFEr 2000, New York City,
                  USA, March 28, 2000},
  pages        = {129--131},
  publisher    = {{IEEE}},
  year         = {2000},
  url          = {https://doi.org/10.1109/CIFER.2000.844610},
  doi          = {10.1109/CIFER.2000.844610},
  timestamp    = {Wed, 16 Oct 2019 14:14:52 +0200},
  biburl       = {https://dblp.org/rec/conf/cifer/Kou00.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.