Numerical solution of two asset jump diffusion models for option valuation (Q928833)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of two asset jump diffusion models for option valuation |
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Numerical solution of two asset jump diffusion models for option valuation (English)
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11 June 2008
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two-asset
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option pricing
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partial integro-differential equation
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finite difference
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American option
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jump diffusion
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