Estimation and prediction under local volatility jump-diffusion model (Q2148668)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and prediction under local volatility jump-diffusion model |
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Estimation and prediction under local volatility jump-diffusion model (English)
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24 June 2022
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option pricing
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local volatility model
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jump-diffusion model
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KOSPI 200 index option
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