"Quanto option pricing with a jump diffusion process."

Wenhan Li et al. (2022)

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DOI: 10.1080/03610918.2019.1679378

access: closed

type: Journal Article

metadata version: 2025-01-19

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Wenhan Li, Lixia Liu, Cuixiang Li, Lv Guiwen:
Quanto option pricing with a jump diffusion process. Commun. Stat. Simul. Comput. 51(5): 2095-2109 (2022)

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