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Xiangwei Wan
Information about the author Xiangwei Wan will soon be added to the site.
Found
2 papers
in total
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Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options
2010
In this paper, we provide Laplace transform-based analytical solutions to pricing...
Pricing double-barrier options under a flexible jump diffusion model
2009
In this paper we present a Laplace transform-based analytical solution for pricing...
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