Essays about: "Janis Müller"
Found 1 essay containing the words Janis Müller.
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1. Pricing Timer Options under Jump-Diffusion Processes
University essay from Lunds universitet/Matematisk statistikAbstract : Timer options are relatively new exotic options with the feature that they expire as soon as the accumulated realized variance exceeds a predefined level. This construction leads to a random time to maturity instead of having a fixed exercise day. READ MORE
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