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  • Search: subject:"Discrete path-dependent options"
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Black-Scholes model 1 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Discrete path-dependent options 1 Finance 1 Hedging 1 Jump-diffusion model 1 Option hedging 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Quadrature 1 Stochastic process 1 Stochastischer Prozess 1
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Li, Yong 1 Lou, Zhu-Sheng 1 Wu, Wen-Bo 1 Zhang, Jin-Yu 1
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Computational economics 1
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Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu; Wu, Wen-Bo; Li, Yong; Lou, Zhu-Sheng - In: Computational economics 58 (2021) 3, pp. 867-884
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