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scientific article; zbMATH DE number 7296003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7296003 |
Statements
14 January 2021
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stochastic interest rate
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geometric average
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reset options with predetermined levels
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jump diffusion model
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Fourier inverse transform
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