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Compared the accuracy of the Black Scholes, Merton Jump Diffusion and Kou Jump Diffusion for Pricing European call options on the SNP 500 index.
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farhanbham/Comparing-Option-Pricing-Models
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Compared the accuracy of the Black Scholes, Merton Jump Diffusion and Kou Jump Diffusion for Pricing European call options on the SNP 500 index.
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