Contingent claims valuation when the security price is a combination of an Ito process and a random point process
- 1 June 1988
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 28 (2) , 185-220
- https://doi.org/10.1016/0304-4149(88)90096-8
Abstract
No abstract availableKeywords
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