Continuous mixed-laplace jump diffusion models for stocks and commodities
Year of publication: |
2017
|
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Authors: | Hainaut, Donatien |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 1.2017, 2, p. 145-173
|
Subject: | jump diffusion model | options | mixed-exponential distributions | double exponential jump diffusion | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionsgeschäft | Option trading | Statistische Verteilung | Statistical distribution | Innovationsdiffusion | Innovation diffusion |
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