AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS (Q3566764)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS |
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AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS (English)
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10 June 2010
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mathematical finance for jump diffusion process
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Itô's formula for jumps process
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Girsanov's theorem for jumps process
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option pricing for jump diffusion
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