EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS (Q2786345)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS |
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EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS (English)
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21 September 2010
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Monte Carlo simulation
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derivative valuation
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stochastic volatility jump-diffusion model
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