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"Average Options for Jump Diffusion Models."

Hiroshi Kunita, Takuya Yamada (2010)

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DOI: 10.1142/S0217595910002612

access: closed

type: Journal Article

metadata version: 2020-05-12

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Hiroshi Kunita, Takuya Yamada:
Average Options for Jump Diffusion Models. Asia Pac. J. Oper. Res. 27(2): 143-166 (2010)

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