European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European rainbow option values under the two-asset Merton jump-diffusion model |
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European rainbow option values under the two-asset Merton jump-diffusion model (English)
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16 December 2019
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option pricing
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jump-diffusion
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European options
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rainbow options
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equivalent martingale measure
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