"Assessing the impact of jumps in an option pricing model: A gradient ..."

Warren Volk-Makarewicz, Svetlana Borovkova, Bernd Heidergott (2022)

Details and statistics

DOI: 10.1016/J.EJOR.2021.07.015

access: closed

type: Journal Article

metadata version: 2022-02-08

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