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This paper deals with the valuation of European and American put options in jump diffusion models. A new integral transform framework for solving the partial integro-differential equation (PIDE) inherent in pricing problems is proposed. In the case of European options the solution is a single...
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The implied volatility of any stock market can be used in order to measure the future expectations of risk and returns … great importance to examine the implied volatility of the Greek stock market and measure its' relevance with the implied … volatility of the German stock market. The reason that these stock markets have been selected relies on the fact that the German …
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