Pricing of Bi-direction European options on stocks driven by Poisson jump diffusion process

ZHANG Li-na, LIU Xin-ping, NING Li-juan

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Journal of Shaanxi Normal University(Natural Science Edition) ›› 2007, Vol. 35 ›› Issue (3) : 16-19.

Pricing of Bi-direction European options on stocks driven by Poisson jump diffusion process

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