Option Pricing in Affine Generalized Merton Models (Q4976500)
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scientific article; zbMATH DE number 6754923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in Affine Generalized Merton Models |
scientific article; zbMATH DE number 6754923 |
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Option Pricing in Affine Generalized Merton Models (English)
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31 July 2017
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affine jump models
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characteristic function approximations
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Fourier option pricing
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