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in jump-diffusion and stochastic volatility processes. The article presents the foundations of risk neutral options … evaluation procedure under the assumption of stock prices following the jump-diffusion process and the stochastic volatility …
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The paper deals with an analytical manner with the financial analysis of the decisions of investments, concentrating on the analysis of the profitableness and the risk of financial titles as part of a portfolio on the Romanian market of capital. First part deals with problems of modern theories...
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In conditions of high exchange rate volatility, entities conducting foreign trade transactions are subject to currency …
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