Option pricing under a double exponential jump diffusion model
H Wang - Management science, 2004 - pubsonline.informs.org
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the Black-Scholes option pricing model to incorporate more empirical features …
generalize the Black-Scholes option pricing model to incorporate more empirical features …
Option Pricing Under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - Management Science, 2004 - search.proquest.com
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the Black-Scholes option pricing model to incorporate more empirical features …
generalize the Black-Scholes option pricing model to incorporate more empirical features …
Option Pricing Under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - Management Science, 2004 - dl.acm.org
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the Black-Scholes option pricing model to incorporate more empirical features …
generalize the Black-Scholes option pricing model to incorporate more empirical features …
[PDF][PDF] Option Pricing Under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - MANAGEMENT SCIENCE, 2004 - ntuzov.com
Black-Scholes option pricing model to incorporate more empirical features. The aim of this
paper is to extend the analytical tractability of the Black-Scholes model to alternative models …
paper is to extend the analytical tractability of the Black-Scholes model to alternative models …
[PDF][PDF] Option Pricing Under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - dam.brown.edu
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the Black-Scholes option pricing model to incorporate more empirical features …
generalize the Black-Scholes option pricing model to incorporate more empirical features …
Option Pricing under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - Management Science, 2004 - JSTOR
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the Black-Scholes option pricing model to incorporate more empirical features …
generalize the Black-Scholes option pricing model to incorporate more empirical features …
[PDF][PDF] Option Pricing Under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - MANAGEMENT SCIENCE, 2004 - Citeseer
Black-Scholes option pricing model to incorporate more empirical features. The aim of this
paper is to extend the analytical tractability of the Black-Scholes model to alternative models …
paper is to extend the analytical tractability of the Black-Scholes model to alternative models …
Option pricing under a double exponential jump diffusion model.
SG Kou, H Wang - Management Science, 2004 - go.gale.com
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the Black-Scholes option pricing model to incorporate more empirical features …
generalize the Black-Scholes option pricing model to incorporate more empirical features …
Option Pricing Under a Double Exponential Jump Diffusion Model.
SG Kou, H Wang - Management Science, 2004 - search.ebscohost.com
Analytical tractability is one of the challenges faced by many alternative models that try to
generalize the BlackScholes option pricing model to incorporate more empirical features …
generalize the BlackScholes option pricing model to incorporate more empirical features …
[PDF][PDF] Option Pricing Under a Double Exponential Jump Diffusion Model
SG Kou, H Wang - MANAGEMENT SCIENCE, 2004 - columbia.edu
Black-Scholes option pricing model to incorporate more empirical features. The aim of this
paper is to extend the analytical tractability of the Black-Scholes model to alternative models …
paper is to extend the analytical tractability of the Black-Scholes model to alternative models …