An implicit double discretization method for pricing options under Metron's jump-diffusion model (Q3132252)
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scientific article; zbMATH DE number 6831661
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| English | An implicit double discretization method for pricing options under Metron's jump-diffusion model |
scientific article; zbMATH DE number 6831661 |
Statements
29 January 2018
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implicit double discretization
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Merton's jump-diffusion options model
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stability
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0.8373358845710754
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0.8292719721794128
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0.826727569103241
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0.8246245384216309
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