Pricing Asian options with stochastic convenience yield and jumps (Q6158429)
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scientific article; zbMATH DE number 7698403
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing Asian options with stochastic convenience yield and jumps |
scientific article; zbMATH DE number 7698403 |
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Pricing Asian options with stochastic convenience yield and jumps (English)
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20 June 2023
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Asian options
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stochastic convenience yield
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jump diffusion
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derivatives
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0.8352257013320923
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0.8283856511116028
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0.8255504369735718
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0.8189807534217834
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