Exchange Options when One Underlying Price Can Jump

François Quittard-Pinon and Rivo Randrianarivony ()
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François Quittard-Pinon: EM - EMLyon Business School
Rivo Randrianarivony: NIMEC - Normandie Innovation Marché Entreprise Consommation - UNICAEN - Université de Caen Normandie - NU - Normandie Université - ULH - Université Le Havre Normandie - NU - Normandie Université - UNIROUEN - Université de Rouen Normandie - NU - Normandie Université - IRIHS - Institut de Recherche Interdisciplinaire Homme et Société - UNIROUEN - Université de Rouen Normandie - NU - Normandie Université

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Date: 2010
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Published in Finance, 2010, 31 (1), pp.33. ⟨10.3917/fina.311.0033⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02358444

DOI: 10.3917/fina.311.0033

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