Approximate pricing of discrete maximum valued options (Q5153399)
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scientific article; zbMATH DE number 7404466
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| English | Approximate pricing of discrete maximum valued options |
scientific article; zbMATH DE number 7404466 |
Statements
29 September 2021
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discrete maximum option
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jump-diffusion model
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approximate pricing
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0.8252630829811096
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0.7949421405792236
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0.7947831749916077
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