Discrete-time bond and option pricing for jump-diffusion processes
1996 ◽
Vol 1
(3)
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pp. 211-243
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2015 ◽
Vol 18
(3)
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pp. 829-845
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2021 ◽
Vol 383
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pp. 113132
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2008 ◽
Vol 4
(4)
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pp. 783-799
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2017 ◽
Vol 98
(4)
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pp. 810-827
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2020 ◽
Vol 37
(1)
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pp. 98-117
2006 ◽
Vol 16
(1)
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pp. 21-52
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2014 ◽
Vol 18
(2)
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pp. 31-55
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