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Asymptotic analysis of options in a jump-diffusion model with binomial jump size distribution.
Lamia Benothman
Faouzi Trabelsi
Published in:
Int. J. Math. Model. Numer. Optimisation (2013)
Keyphrases
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asymptotic analysis
diffusion model
laplace transform
markov chain
probability distribution
anisotropic diffusion
fluid model
diffusion models
random variables
special case
computational complexity
information systems
information diffusion
diffusion tensor
steady state
diffusion process
wavelet transform