Exact pricing with stochastic volatility and jumps (Q2786345)
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scientific article; zbMATH DE number 5789824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact pricing with stochastic volatility and jumps |
scientific article; zbMATH DE number 5789824 |
Statements
21 September 2010
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Monte Carlo simulation
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derivative valuation
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stochastic volatility jump-diffusion model
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0.90878564
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0.9044553
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0.8966577
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0.8953404
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0.8950234
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Exact pricing with stochastic volatility and jumps (English)
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