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GROUPS:

Problems: Implementing the Jump Diffusion Model by Merton

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Thanks for your support to both of you.

Right now I am already working on your hints!

Have a nice day guys!

POSTED BY: Igor Hlivka

Hi,

you might want to have a look at this presentation:

http://www.wolfram.com/broadcast/video.php?c=376&v=1227

You can jump (no pun intended) to 6:20 in the video.

Cheers,

M.

POSTED BY: Marco Thiel
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