THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES (Q3566768): Difference between revisions
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Revision as of 12:49, 5 March 2024
scientific article
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English | THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES |
scientific article |
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THE VALUATION OF RUSSIAN OPTIONS FOR DOUBLE EXPONENTIAL JUMP DIFFUSION PROCESSES (English)
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10 June 2010
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Russian option
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jump diffusion process
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