Quanto option pricing with a jump diffusion process (Q5082959)
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scientific article; zbMATH DE number 7545854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quanto option pricing with a jump diffusion process |
scientific article; zbMATH DE number 7545854 |
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Quanto option pricing with a jump diffusion process (English)
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21 June 2022
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quanto option pricing
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jump diffusion process
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Esscher transform
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numerical analysis
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