Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications
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Publication:2098012
DOI10.1016/J.JEDC.2022.104518OpenAlexW4293563328WikidataQ115571098 ScholiaQ115571098MaRDI QIDQ2098012
Publication date: 17 November 2022
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104518
lookback optionbarrier optiontransform inversionexponent equationmixed-exponential jump diffusion model
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Cites Work
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