The research on pricing of European exchange options (Q3513797)
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scientific article; zbMATH DE number 5308257
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The research on pricing of European exchange options |
scientific article; zbMATH DE number 5308257 |
Statements
6 August 2008
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jump-diffusion
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European exchange options
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stochastic differential equation
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0.8086159229278564
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0.7869815230369568
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