Essays about: "Double exponential jump-diusion model"
Found 1 essay containing the words Double exponential jump-diusion model.
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1. Pricing of exotic options under the Kou model by using the Laplace transform
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : In this thesis we present the Laplace transform method of option pricing and it's realization, also compare it with another methods. We consider vanilla and exotic options, but more attention we pay to the two-asset correlation options. READ MORE
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