Numerical methods for pricing options under jump-diffusion processes

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RESEARCH PRODUCT

Numerical methods for pricing options under jump-diffusion processes

subject

numeeriset menetelmät jump-diffusion PIDE optiot numerical methods hinnoittelu johdannaismarkkinat matemaattiset mallit option pricing stokastiset prosessit

year	journal	country	edition	language
2013-01-01

http://urn.fi/URN:ISBN:978-951-39-5514-4

PEPhysical Sciences and Engineering
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