Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409): Difference between revisions

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+Contingent claims valuation when the security price is a combination of an Itō process and a random point process
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+A Jump‐diffusion Model for Exchange Rates in a Target Zone
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+Option pricing with stochastic volatility models.
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+Option pricing when underlying stock returns are discontinuous
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