Option Pricing under a Mixed-Exponential Jump Diffusion Model

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Date: 2010-06-24 13:19:36 Stochastic processes Options Equations Mathematical finance Exponentials Jump diffusion Normal distribution Phase-type distribution Black–Scholes Statistics Probability and statistics Mathematical analysis		Option Pricing under a Mixed-Exponential Jump Diffusion Model Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 515,47 KB Share Document on Facebook

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