Convexity preserving jump-diffusion models for option pricing (Q874977)
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scientific article
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| English | Convexity preserving jump-diffusion models for option pricing |
scientific article |
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Convexity preserving jump-diffusion models for option pricing (English)
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10 April 2007
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convexity
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jump-diffusions
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integro-differential equations
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options
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option price orderings
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0.8471970558166504
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0.7886175513267517
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0.7591663002967834
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0.7537561058998108
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0.7442488074302673
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