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A jump telegraph model for option pricing
Nikita Ratanov
urosario
Research output
:
Contribution to journal
›
Research Article
›
peer-review
51
Scopus citations
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Business & Economics
Jump
100%
Option Pricing
88%
Arbitrage
46%
European Options
34%
Option Prices
30%
Market Model
28%
Continuous Time
28%
Financial Markets
21%