A class of option pricing models based on jump-diffusion processes
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(24)- A jump-diffusion model for option pricing
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- Option pricing and hedge portfolios for poisson progresses
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- scientific article; zbMATH DE number 1744954 (Why is no real title available?)
- Option pricing under the market with jump -- based on prospect theory
- Coupling and option price comparisons in a jump-diffusion model
- scientific article; zbMATH DE number 6174812 (Why is no real title available?)
- Analysis of a class of price process models with jump
- Polynomial jump-diffusion models
- Construction of the Black-Scholes PDE with jump-diffusion model
- Parameter estimation of the option pricing formula on a class of jump-diffusion models
- APPROXIMATIONS OF OPTION PRICES FOR A JUMP-DIFFUSION MODEL
- Option pricing under jump diffusion model
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