Pricing and hedging of quantile options in a flexible jump diffusion model (Q3094682)
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scientific article; zbMATH DE number 5963931
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| English | Pricing and hedging of quantile options in a flexible jump diffusion model |
scientific article; zbMATH DE number 5963931 |
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Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (English)
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25 October 2011
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jump processes
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pricing
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Laplace transforms
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0.8061732649803162
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0.7893924713134766
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0.7826440334320068
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0.775743305683136
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