Analytical binomial lookback options with double-exponential jumps (Q2510894)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical binomial lookback options with double-exponential jumps |
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Analytical binomial lookback options with double-exponential jumps (English)
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4 August 2014
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stochastic differential equation
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adjusted binomial tree method
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lookback option
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exponential jumps
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partial integro-differential equation
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viscosity solution
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