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Continuity Correction for Barrier Options in Jump-Diffusion Models.

El Hadj Aly DiaDamien Lamberton
Published in: SIAM J. Financial Math. (2011)
Keyphrases
  • diffusion models
  • diffusion model
  • information diffusion
  • social networks
  • influence maximization
  • markov chain
  • viral marketing
  • social network analysis
  • complex networks