SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (Q5696846)
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scientific article; zbMATH DE number 2216228
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English | SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK |
scientific article; zbMATH DE number 2216228 |
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SYMMETRIES IN JUMP-DIFFUSION MODELS WITH APPLICATIONS IN OPTION PRICING AND CREDIT RISK (English)
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19 October 2005
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option pricing
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jump diffusion
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local scale invariance
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homogeneity
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partial differential difference equations
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