A jump telegraph model for option pricing (Q5433103)
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scientific article; zbMATH DE number 5221746
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A jump telegraph model for option pricing |
scientific article; zbMATH DE number 5221746 |
Statements
A jump telegraph model for option pricing (English)
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19 December 2007
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financial market
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telegraph process
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hedging
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0.900888979434967
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0.8820236921310425
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0.8684833645820618
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0.8617094159126282
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