Exact solutions for bond and option prices with systematic jump risk (Q375236)
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scientific article; zbMATH DE number 6220641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact solutions for bond and option prices with systematic jump risk |
scientific article; zbMATH DE number 6220641 |
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Exact solutions for bond and option prices with systematic jump risk (English)
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29 October 2013
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jump-diffusion models
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bonds
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options
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