Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing turbo warrants under mixed-exponential jump diffusion model |
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Pricing turbo warrants under mixed-exponential jump diffusion model (English)
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13 November 2018
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exotic option
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turbo warrants
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mixed-exponential jump diffusion
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Laplace transform
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Euler method
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