What is a Jump-Diffusion Model in Poisson Process
What is a Jump-Diffusion Model in Poisson Process?
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Jump-diffusion models join the continuous Brownian motion saw in Black–Scholes models or the diffusion with prices which are permitted to jump discontinuously. The timing of the jump is generally random, and it is represented by a Poisson process.
Explain The characteristic of perceiver and perceived
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Describe triangular arbitrage? What is a condition which will give increase to a triangular arbitrage opportunity?Triangular arbitrage is the procedure of trading out of the U.S. dollar in a second currency, then trading it for a third currency
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What is the Theta in option value?
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