Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
S G Kou
Information about the author S G Kou will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Option Pricing Under a Mixed‐Exponential Jump Diffusion Model
2011
This paper aims to extend the analytical tractability of the Black–Scholes model...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers