Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (Q2707188)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods |
scientific article |
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29 March 2001
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option pricing
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stochastic volatility
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jump processes
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Fourier inversion
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Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates: Applications of Fourier inversion methods (English)
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