Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (Q484871)
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scientific article; zbMATH DE number 6384543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility |
scientific article; zbMATH DE number 6384543 |
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Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility (English)
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8 January 2015
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equilibrium valuation
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currency option
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jump-diffusion model with stochastic volatility
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integro-differential equation
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