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]
@article{CampolongoCS06,
title = {The importance of jumps in pricing European options},
author = {Francesca Campolongo and Jessica Cariboni and Wim Schoutens},
year = {2006},
doi = {10.1016/j.ress.2005.11.016},
url = {http://dx.doi.org/10.1016/j.ress.2005.11.016},
researchr = {https://researchr.org/publication/CampolongoCS06},
cites = {0},
citedby = {0},
journal = {Rel. Eng. & Sys. Safety},
volume = {91},
number = {10-11},
pages = {1148-1154},
}