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Jump-diffusion option pricing with non-IID jumps.

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Bibliographic Details
Title: Jump-diffusion option pricing with non-IID jumps.
Authors: Zou, Lin1 (AUTHOR), Câmara, António1 (AUTHOR), Li, Weiping1 (AUTHOR) w.li@okstate.edu
Source: International Journal of Financial Engineering. Sep2025, Vol. 12 Issue 3, p1-46. 46p.
Database: Mathematics Source
Description
ISSN:24247863
DOI:10.1142/S2424786323500469