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Mathematical Finance Volume 7, Issue 4 , Version of Record online: Options for accessing this content: If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team. If your institution does not currently subscribe to this content, please recommend the title to your librarian.

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods - Scott - - Mathematical Finance - Wiley Online Library

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