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1 Ergebnisse
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Pricing short-dated foreign equity options with a bivariate..:
Ulyah, Siti Maghfirotul
;
Lin, Xenos Chang-Shuo
;
Miao, Daniel Wei-Chung
Finance Research Letters. 24 (2018) - p. 113-128 , 2018
Link:
https://doi.org/10.1016/j.frl.2017.07.012
RT Journal T1
Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.frl.2017.07.012&Exemplar=1&LAN=DE A1 Ulyah, Siti Maghfirotul A1 Lin, Xenos Chang-Shuo A1 Miao, Daniel Wei-Chung PB Elsevier BV YR 2018 SN 1544-6123 JF Finance Research Letters VO 24 SP 113 OP 128 LK http://dx.doi.org/https://doi.org/10.1016/j.frl.2017.07.012 DO https://doi.org/10.1016/j.frl.2017.07.012 SF ELIB - SuUB Bremen
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