Electronic Companion Option Pricing under a Mixed-exponential Jump Diffusion Model Ning Cai and S. G. Kou HKUST and Columbia University A

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Date: 2011-05-06 11:13:54 Ordinary differential equations Linear differential equation Lambert W function Normal distribution Bessel function Heat equation		Electronic Companion Option Pricing under a Mixed-exponential Jump Diffusion Model Ning Cai and S. G. Kou HKUST and Columbia University A Add to Reading List Source URL: www.rmi.nus.edu.sg Download Document from Source Website File Size: 195,53 KB Share Document on Facebook