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"Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size ..."

Michael C. Fu et al. (2017)

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DOI: 10.1287/MNSC.2016.2522

access: closed

type: Journal Article

metadata version: 2020-06-30

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Michael C. Fu, Bingqing Li, Guozhen Li, Rongwen Wu:
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions. Manag. Sci. 63(11): 3961-3977 (2017)

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