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Black-Scholes Equation

The differential equation that is used, in the Black-Scholes model, to calculate the price or theoretical value of a European...

    Jump

    An occasional move in the price of a stock (underlying an option) over a specific period of time. Jumps are...

      Jump Diffusion Model

      A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...