Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323)
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scientific article; zbMATH DE number 5127624
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical Methods and Volatility Models for Valuing Cliquet Options |
scientific article; zbMATH DE number 5127624 |
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Numerical Methods and Volatility Models for Valuing Cliquet Options (English)
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15 February 2007
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cliquet options
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jump diffusion
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interpolation
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boundary conditions
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volatility models
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0.8185116648674011
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0.8023782968521118
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0.7981217503547668
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0.7883367538452148
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0.7729922533035278
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