Exact and approximated option pricing in a stochastic volatility jump-diffusion model (Q4593692)
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scientific article; zbMATH DE number 6811493
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| English | Exact and approximated option pricing in a stochastic volatility jump-diffusion model |
scientific article; zbMATH DE number 6811493 |
Statements
22 November 2017
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stochastic volatility jump-diffusion models
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barrier option pricing
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rejection sampling
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0.9002273678779602
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0.8213796615600586
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0.8126730918884277
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0.8075459599494934
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