STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (Q3523537)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING |
scientific article |
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STOCHASTIC VOLATILITY AND JUMP-DIFFUSION — IMPLICATIONS ON OPTION PRICING (English)
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3 September 2008
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stochastic volatility
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jump-diffusion
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option pricing
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