Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498): Difference between revisions

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Revision as of 10:59, 5 March 2024

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Option Pricing Driven by a Telegraph Process with Random Jumps
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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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