Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682): Difference between revisions
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English | Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model |
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Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (English)
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25 October 2011
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jump processes
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pricing
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Laplace transforms
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