Robustness of option prices and their deltas in markets modelled by jump-diffusions (Q2787474)
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scientific article; zbMATH DE number 6549895
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| English | Robustness of option prices and their deltas in markets modelled by jump-diffusions |
scientific article; zbMATH DE number 6549895 |
Statements
4 March 2016
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Robustness of option prices and their deltas in markets modelled by jump-diffusions (English)
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0.8964536786079407
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0.8253520727157593
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0.7828274369239807
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0.776992917060852
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