For the pricing of a call option which parameters can be
Suppose a stock follows a process in the risk-neutral world which involves time-dependent parameters. For the pricing of a call option, which parameters can be replaced by the appropriate average without changing the price of the option?
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suppose we wish to price an asian option by monte carlo using a jump-diffusion model with log-normal jumps if the
suppose a stock follows a process in the risk-neutral world which involves time-dependent parameters for the pricing of
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suppose we decide that all the trouble in the bgm model is caused by the non-tradability of the rates and therefore
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