PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (Q3069960)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING ASIAN OPTIONS FOR JUMP DIFFUSION |
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PRICING ASIAN OPTIONS FOR JUMP DIFFUSION (English)
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2 February 2011
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pricing Asian options
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jump diffusions
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an iterative numerical scheme
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classical solutions of integro-partial differential equations
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