Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (Q2804505)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model |
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Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (English)
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29 April 2016
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option pricing
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Heston model
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COS method
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jump risks
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dynamic hedging
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