European option pricing under the Student's \(t\) noise with jumps (Q1620416): Difference between revisions

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Property / DOI: 10.1016/j.physa.2016.11.131 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.physa.2016.11.131 / rank
 
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Latest revision as of 23:03, 10 December 2024

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European option pricing under the Student's \(t\) noise with jumps
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    European option pricing under the Student's \(t\) noise with jumps (English)
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    13 November 2018
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    risk preference
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    option pricing under the incomplete information
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    minimal mean-square-error hedging
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    value-at-risk
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    implied-volatility-smiles
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