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~isPartOf:"International journal of theoretical and applied finance"
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Search: subject:"jump diffusion"
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Numerical analysis
Option pricing theory
24
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Volatility
11
Volatilität
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jump-diffusion
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Derivat
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Option trading
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Optionsgeschäft
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jump-diffusion process
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option pricing
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stochastic volatility
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Briani, Maya
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Caramellino, Lucia
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Florescu, Ionuţ
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Mariani, Maria Cristina
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International journal of theoretical and applied finance
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Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
2
Numerical schemes for option pricing in regime-switching
jump
diffusion
models
Florescu, Ionuţ
;
Liu, Rui Hua
;
Mariani, Maria Cristina
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010243624
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