Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps (Q665718)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps |
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Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps (English)
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6 March 2012
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affine term structure models
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Feynman-Kac formula
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processes with jumps
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