A two-state jump model (Q4647253)
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scientific article; zbMATH DE number 7001580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-state jump model |
scientific article; zbMATH DE number 7001580 |
Statements
A two-state jump model (English)
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14 January 2019
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equity options
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pricing model
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variance-gamma jump model
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