Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

DOI10.1287/opre.1070.0419zbMath1167.91367OpenAlexW2133516011MaRDI QIDQ3392173

Vadim Linetsky, Liming Feng

Publication date: 13 August 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bd27d5139702e502178595311395b64bbd80ae2e

Mathematics Subject Classification ID

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