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zbMath1199.91207MaRDI QIDQ3402779

Jilong Yang, Ling Ding

Publication date: 12 February 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic volatility option pricing American option Lévy model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)

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