Pricing of exponential European option under jump-diffusion models (Q3501860)
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scientific article; zbMATH DE number 5284501
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| English | Pricing of exponential European option under jump-diffusion models |
scientific article; zbMATH DE number 5284501 |
Statements
3 June 2008
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exponential European jump option
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jump-diffusion process
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equivalent martingale measure
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0.9085638523101808
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0.8429298996925354
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0.8397888541221619
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