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Option pricing under a double-exponential jump-diffusion mo..:

Lin, Xenos Chang-Shuo ; Miao, Daniel Wei-Chung ; Lee, Ying-I.
Probability in the Engineering and Informational Sciences.  38 (2023)  1 - p. 39-64 , 2023
Link: https://doi.org/10.1017/s0269964822000493