@unpublished{publication-8902, author={Thul, Matthias and Zhang, Ally Quan}, doi={10.2139/ssrn.2311673}, institution={University of Zurich}, issn={1556-5068}, number=2311673, pages=46, series={SSRN}, title={Analytical option pricing under an asymmetrically displaced double gamma jump-diffusion model}, year=2014, }