Stochastic differential equations with diffusion and jumps modeling currency markets (Q845088)
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scientific article; zbMATH DE number 5666482
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| default for all languages | No label defined |
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| English | Stochastic differential equations with diffusion and jumps modeling currency markets |
scientific article; zbMATH DE number 5666482 |
Statements
Stochastic differential equations with diffusion and jumps modeling currency markets (English)
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5 February 2010
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exchange rate
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market option prices
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local volatility
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Merton's model
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0.7693110704421997
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0.765730619430542
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0.760809063911438
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0.7574130296707153
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