Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods and Volatility Models for Valuing Cliquet Options |
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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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