Option pricing with discrete time jump processes (Q1994170): Difference between revisions
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Revision as of 06:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with discrete time jump processes |
scientific article |
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Option pricing with discrete time jump processes (English)
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1 November 2018
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option pricing
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time jump processes
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exponential affine stochastic discount factor
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minimal entropy martingale measure
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S\&P 500
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CAC 40
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