Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Year of publication: |
2020
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Authors: | Wang, Xingchun |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 70.2020, p. 16-26
|
Subject: | Jump-diffusion processes | Options on the maximum | Rainbow options | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Experiment | Volatilität | Volatility |
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