Option pricing under stochastic volatility, jumps and cost of information (Q3195071)
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scientific article; zbMATH DE number 6497186
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing under stochastic volatility, jumps and cost of information |
scientific article; zbMATH DE number 6497186 |
Statements
Option Pricing under Stochastic Volatility, Jumps and Cost of Information (English)
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21 October 2015
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model with stochastic volatility, jumps and information costs
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option pricing
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viscosity solution
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0.8202438354492188
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0.796230673789978
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0.7955335974693298
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0.7943376898765564
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0.7884526252746582
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