Asian options pricing in Hawkes-type jump-diffusion models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-019-00352-1.pdf
Reference36 articles.
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4. Barndorff-Nielsen, O.E., Shephard, N.: Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics. J R Stat Soc (Ser B) 63, 167–241 (2001)
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