THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS (Q4675937)
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scientific article; zbMATH DE number 2166060
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| English | THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS |
scientific article; zbMATH DE number 2166060 |
Statements
THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS (English)
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6 May 2005
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credit risk
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default risk
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forward equations
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jump diffusion
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0.7867768406867981
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0.7846900224685669
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0.7761557698249817
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0.7583326101303101
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