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Forward evolution equations for knock-out options
Peter Carr, Ali Hirsa
Finance and Risk Engineering
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Keyphrases
Knock
100%
Evolution Equations
100%
Jump Diffusion
100%
Forward Evolution
100%
Diffusion Model
50%
Partial Integro-differential Equation
50%
Finite Moments
50%
Call Option
50%
Dupire
50%
Black-Scholes Model
50%
Return Process
50%
Variance gamma
50%
Displaced Diffusion
50%
Additive Process
50%
Merton Jump Diffusion
50%
Mathematics
Variance
100%
Evolution Equation
100%
Integrodifferential Equation
100%
Call Option
100%
Return Process
100%
Economics, Econometrics and Finance
Pricing
100%
Option Trading
100%
Engineering
Call Option
100%
Additive Process
100%
Medicine and Dentistry
Knock Out
100%