Skewness premium with Lévy processes (Q5245915): Difference between revisions

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+Comparison of semimartingales and Lévy processes
@@ Property / cites work: Comparison of semimartingales and Lévy processes / rank @@
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS
@@ Property / cites work: PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS / rank @@
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+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
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@@ Property / cites work @@
+Symmetry and duality in Lévy markets
@@ Property / cites work: Symmetry and duality in Lévy markets / rank @@
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+Covariance identities and inequalities for functionals on Wiener and Poisson spaces
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+Interpolation, correlation identities, and inequalities for infinitely divisible variables
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+Option pricing when underlying stock returns are discontinuous
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+Q4937701
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