Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (Q2252400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity |
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Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity (English)
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17 July 2014
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option pricing
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fast Fourier transform
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double exponential jump
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stochastic volatility
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stochastic intensity
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