Foreign currency option pricing under jump diffusion processes (Q3601673)
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scientific article; zbMATH DE number 5506474
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| default for all languages | No label defined |
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| English | Foreign currency option pricing under jump diffusion processes |
scientific article; zbMATH DE number 5506474 |
Statements
11 February 2009
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jump diffusion model
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equilibrium price
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foreign currency option pricing
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0.9134731292724608
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0.8839461803436279
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0.8356510400772095
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0.824207603931427
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0.8236106038093567
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