Convexity preserving jump-diffusion models for option pricing (Q874977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity preserving jump-diffusion models for option pricing |
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Convexity preserving jump-diffusion models for option pricing (English)
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10 April 2007
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convexity
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jump-diffusions
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integro-differential equations
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options
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option price orderings
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