Pricing Asian options under a hyper-exponential jump diffusion model (Q2892214)
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scientific article; zbMATH DE number 6047325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Asian options under a hyper-exponential jump diffusion model |
scientific article; zbMATH DE number 6047325 |
Statements
18 June 2012
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finance
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asset pricing
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probability
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stochastic model applications
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Pricing Asian options under a hyper-exponential jump diffusion model (English)
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