Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
| Autor: | Ulyah, Siti Maghfirotul, Lin, Xenos Chang-Shuo, Miao, Daniel Wei-Chung |
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| Zdroj: | In Finance Research Letters March 2018 24:113-128 |
| Databáze: | ScienceDirect |
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