"Option Pricing Driven by a Telegraph Process with Random Jumps."

Oscar López, Nikita Ratanov (2012)

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DOI: 10.1017/S0021900200009578

access: closed

type: Journal Article

metadata version: 2020-04-16

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Oscar López, Nikita Ratanov:
Option Pricing Driven by a Telegraph Process with Random Jumps. J. Appl. Probab. 49(3): 838-849 (2012)

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