Pricing options in jump diffusion models using Mellin transforms
Year of publication: |
2013
|
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Authors: | Frontczak, Robert |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 3, p. 366-373
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Subject: | Jump Diffusion | Mellin Transform | European Option | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
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