Option Pricing When Jump Risk Is Systematic<sup>1</sup> (Q4345937)
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scientific article; zbMATH DE number 1040349
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option Pricing When Jump Risk Is Systematic<sup>1</sup> |
scientific article; zbMATH DE number 1040349 |
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Option Pricing When Jump Risk Is Systematic<sup>1</sup> (English)
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31 August 1997
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Merton jump-diffusion option pricing model
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0.8380293846130371
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0.8213610649108887
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0.8190852999687195
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