Pricing jump risk with utility indifference (Q3623407)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing jump risk with utility indifference |
scientific article |
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Pricing jump risk with utility indifference (English)
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20 April 2009
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option pricing
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utility indifference prices
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jump-diffusion processes
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numerical method
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