Option pricing with a general marked point process

Jean-Luc Prigent

No 97-36, THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

Date: 1997
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Working Paper: Option Pricing with a General Marked Point Process (2001)
Working Paper: Option Pricing with a General Market Point Process (1997)
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