Option pricing when asset returns jump interruptedly
Article first published online: 11 JUL 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 29, Issue 5, pages 527–551, September/October 2013
How to Cite
Miao, D. W.-C. and Yu, S. H.-T. (2013), Option pricing when asset returns jump interruptedly. Appl. Stochastic Models Bus. Ind., 29: 527–551. doi: 10.1002/asmb.1935
- Issue published online: 8 OCT 2013
- Article first published online: 11 JUL 2012
- Manuscript Revised: 24 MAY 2012
- Manuscript Accepted: 24 MAY 2012
- Manuscript Received: 12 MAY 2011
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