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Results tagged with stochastic-processes
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user 15336
stochastic processes is a collection of random variables representing the evolution of some system of random values over time.
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How to price an European Call/Put Option of a jump difussion Process?
There are three main issues. As per my comment, one is the lack of specification for the distribution of the jumps (I'll assume that there is a $J_0 = 0$ at time 0 (otherwise, the process doesn't acco …
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