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Shot-noise cojumps: Exact simulation and option pricing.

Yan QuAngelos DassiosHongbiao Zhao
Published in: J. Oper. Res. Soc. (2023)
Keyphrases
  • option pricing
  • black scholes
  • stock price
  • decision analysis
  • capital budgeting
  • artificial intelligence
  • black scholes model
  • computational complexity
  • text categorization