Numerical simulations for the pricing of options in jump diffusion markets (Q442180): Difference between revisions
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Revision as of 03:48, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulations for the pricing of options in jump diffusion markets |
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Numerical simulations for the pricing of options in jump diffusion markets (English)
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10 August 2012
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model with jumps
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incomplete markets
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European options
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Monte Carlo method
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