Option pricing under some Lévy-like stochastic processes (Q617036): Difference between revisions

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+The quintessential option pricing formula under Lévy processes
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+A comprehensive mathematical approach to exotic option pricing
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+Complete Models with Stochastic Volatility
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+Stochastic Volatility for Lévy Processes
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+From local volatility to local Lévy models
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+Feller processes of normal inverse Gaussian type
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