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  Closed formulas for the price and sensitivities of European options under a double exponential jump diffusion model

  Writer : Rakotondratsimba، Yves ؛

  Journal:International Journal of Finance, Accounting and Economics Studies»Autumn2011, Volume 1 - Number 1 (‎28 page(s) - From 1 to 28 )

  Keywords:OptionsSensitivitiesJump diffusion modelsCallGammaProposition

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