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scientific article; zbMATH DE number 7338819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7338819 |
Statements
26 April 2021
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jump diffusion model
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stochastic volatility
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Girsanov measure transformation
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barrier option
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Fourier inverse transform
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