European option pricing with transaction costs in Lévy jump environment
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Publication:1724293
DOI10.1155/2014/513496zbMath1406.91448OpenAlexW2078888653WikidataQ59038999 ScholiaQ59038999MaRDI QIDQ1724293
Xiu Kan, Huisheng Shu, Jia-Yin Li
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/513496
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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