混合指数跳扩散模型下基于 FST 方法的期权定价 (Q3307531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 混合指数跳扩散模型下基于 FST 方法的期权定价 |
scientific article |
Statements
12 August 2020
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mixed-exponential jump diffusion model
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FST method
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European option pricing
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partial integro-differential equation
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model calibration
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混合指数跳扩散模型下基于 FST 方法的期权定价 (English)
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