Exchange Options Under Jump-Diffusion Dynamics (Q2889586)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange Options Under Jump-Diffusion Dynamics |
scientific article |
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Exchange Options Under Jump-Diffusion Dynamics (English)
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8 June 2012
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American options
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exchange options
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compound Poisson processes
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equivalent martingale measure
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