ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS:: APPLICATIONS OF LAPLACE TRANSFORM.
| Autor: | Sepp, Artur1 artursepp@hotmail.com |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Mar2004, Vol. 7 Issue 2, p151-175. 25p. |
| Databáze: | Business Source Ultimate |
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