Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Year of publication: |
1997
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Authors: | Scott, Louis O. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 4, p. 413-426
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Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States |
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