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Jump-diffusion option pricing with non-IID jumps.

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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
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DbLabel: Mathematics Source
An: 187242227
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PubType: Academic Journal
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  Data: Jump-diffusion option pricing with non-IID jumps.
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  Data: <searchLink fieldCode="AR" term="%22Zou%2C+Lin%22">Zou, Lin</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Câmara%2C+António%22">Câmara, António</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Li%2C+Weiping%22">Li, Weiping</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> w.li@okstate.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Financial+Engineering%22">International Journal of Financial Engineering</searchLink>. Sep2025, Vol. 12 Issue 3, p1-46. 46p.
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        Value: 10.1142/S2424786323500469
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      – Code: eng
        Text: English
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        PageCount: 46
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      – TitleFull: Jump-diffusion option pricing with non-IID jumps.
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            NameFull: Câmara, António
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              M: 09
              Text: Sep2025
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              Y: 2025
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