The importance of jumps in pricing European options

Francesca Campolongo, Jessica Cariboni, Wim Schoutens. The importance of jumps in pricing European options. Rel. Eng. & Sys. Safety, 91(10-11):1148-1154, 2006. [doi]

Authors

Francesca Campolongo

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Jessica Cariboni

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Wim Schoutens

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