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Approximations of option prices for a jump-diffusion model
In Suk Wee
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Keyphrases
Option Price
100%
Jump-diffusion Process
100%
Lvy Processes
66%
Underlying Asset
33%
Convergence Rate
33%
Unique Solution
33%
Small Jumps
33%
Integro-differential Equations
33%
Payoff Function
33%
Differentiability
33%
Mathematics
Diffusion Model
100%
Option Price
100%
Lvy Process
66%
Boundedness
33%
Differential Equation
33%
Underlying Asset
33%
Differentiability
33%
Payoff Function
33%
Convergence Rate
33%
unique solution φ
33%