American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach |
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American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (English)
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13 September 2009
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American options
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jump-diffusion
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Volterra integral equation
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free boundary problem
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Fourier transform
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