BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS (Q3168858)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS |
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BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS (English)
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27 April 2011
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convex concentration
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jump-diffusion processes
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option prices
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propagation of convexity property
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