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Preview A Finite Element Framework for Option Pricing with the Bates Model pdf file

Dec 16, 2008 ... pricing in the framework of a well-known stochastic volatility model with ... success as a first attempt to provide an evaluation for financial ... Merton jump- diffusion model is combined with a stochastic volatility ..... lation and the implementation of a finite element method for ... Chapman/Hall-CRC (2004).

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