Numerical solution of two asset jump diffusion models for option valuation (Q928833): Difference between revisions

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Latest revision as of 10:48, 28 June 2024

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Numerical solution of two asset jump diffusion models for option valuation
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    Numerical solution of two asset jump diffusion models for option valuation (English)
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    11 June 2008
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    two-asset
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    option pricing
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    partial integro-differential equation
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    finite difference
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    American option
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    jump diffusion
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