Option Pricing in Illiquid Markets with Jumps (Q5742994)
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scientific article; zbMATH DE number 7052343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in Illiquid Markets with Jumps |
scientific article; zbMATH DE number 7052343 |
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Option Pricing in Illiquid Markets with Jumps (English)
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8 May 2019
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nonlinear partial integro-differential equation
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Lévy measure
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finite difference approximation
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