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N°17-78: Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model, M. Thul, I. Q. Zhang, 2017.

N°17-78: Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model, M. Thul, I. Q. Zhang, 2017.

AuthorM. Thul, I. Q. Zhang
Date19 mars 2017
CatégorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2311673

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