Characteristic functions and option valuation in a Markov chain market (Q651452): Difference between revisions

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Characteristic functions and option valuation in a Markov chain market
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    Characteristic functions and option valuation in a Markov chain market (English)
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    18 December 2011
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    Markov chain market
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    occupation times
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    characteristic functions
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    asian options
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    occupation time derivatives
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