Pricing of options based on a jump-diffusion stochastic process (Q3403763)
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scientific article; zbMATH DE number 5670593
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| English | Pricing of options based on a jump-diffusion stochastic process |
scientific article; zbMATH DE number 5670593 |
Statements
12 February 2010
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options
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renewal process
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jump-diffusion stochastic process
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Feynman-Kac formula
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0.8463895916938782
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0.8265754580497742
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0.8263733386993408
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