Path-dependent option pricing under a two-sided jump-diffusion model (Q2887198)
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scientific article; zbMATH DE number 6041587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-dependent option pricing under a two-sided jump-diffusion model |
scientific article; zbMATH DE number 6041587 |
Statements
1 June 2012
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jump-diffusion process
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mixed double exponential distribution
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option pricing
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Path-dependent option pricing under a two-sided jump-diffusion model (English)
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