%0 Journal Article %1 feng08 %A Feng, Liming %A Linetsky, Vadim %D 2008 %I Institute for Operations Research and the Management Sciences (INFORMS) %J Operations Research %K circulant finance hadamard %N 2 %P 304--325 %R 10.1287/opre.1070.0419 %T Pricing Options in Jump-Diffusion Models: An Extrapolation Approach %V 56

@article{feng08, added-at = {2015-11-13T13:37:20.000+0100}, author = {Feng, Liming and Linetsky, Vadim}, biburl = {https://www.bibsonomy.org/bibtex/29180e9fcb93f33d0c0c1cd3a4ba9d6fe/ytyoun}, doi = {10.1287/opre.1070.0419}, interhash = {465a500ec8237d09ff73378a3f41551a}, intrahash = {9180e9fcb93f33d0c0c1cd3a4ba9d6fe}, journal = {Operations Research}, keywords = {circulant finance hadamard}, month = apr, number = 2, pages = {304--325}, publisher = {Institute for Operations Research and the Management Sciences ({INFORMS})}, timestamp = {2015-11-13T13:37:20.000+0100}, title = {Pricing Options in Jump-Diffusion Models: An Extrapolation Approach}, volume = 56, year = 2008 }