Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing Driven by a Telegraph Process with Random Jumps |
scientific article |
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Option Pricing Driven by a Telegraph Process with Random Jumps (English)
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29 October 2012
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jump-telegraph process
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equivalent martingale measure
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option pricing
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hedging
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