Cite
HARVARD Citation
Ahlip, R. et al. (2015). Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes. International journal of stochastic analysis. p. . [Online].
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Ahlip, R. et al. (2015). Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes. International journal of stochastic analysis. p. . [Online].