DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330)
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scientific article; zbMATH DE number 6999640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS |
scientific article; zbMATH DE number 6999640 |
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DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (English)
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10 January 2019
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option pricing
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stochastic volatility models
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jump diffusion models
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implied volatility
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