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    Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

    14 years 13 days ago
    Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
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    Liming Feng, Vadim Linetsky
    claim paper
    Added 12 Dec 2010
    Updated 12 Dec 2010
    Type Journal
    Year 2008
    Where IOR
    Authors Liming Feng, Vadim Linetsky
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