No label defined (Q5115317)
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scientific article; zbMATH DE number 7235363
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| English | No label defined |
scientific article; zbMATH DE number 7235363 |
Statements
12 August 2020
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non-affine stochastic volatility
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jump-diffusion model
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outer performance option
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Fourier inversion transform
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0.8908864
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0.88026756
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0.87812215
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0.87803805
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