Efficient hedging in Bates model using high-order compact finite differences (Q2417141)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient hedging in Bates model using high-order compact finite differences |
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Efficient hedging in Bates model using high-order compact finite differences (English)
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11 June 2019
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option pricing
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hedging
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high-order compact finite differences
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stochastic volatility jump model
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Bates model
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