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A Jump-Diffusion Model for Option Pricing.
S. G. Kou
Published in:
Manag. Sci. (2002)
Keyphrases
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diffusion model
option pricing
decision analysis
stock price
black scholes
anisotropic diffusion
information diffusion
markov chain
diffusion process
real option
black scholes model
influence diagrams
diffusion tensor
decision problems
social networks
high resolution
multiscale