Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison |
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Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (English)
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14 January 2008
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double exponential distribution
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jump-diffusion model
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market structure risk
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