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Revision as of 12:39, 20 February 2024
scientific article; zbMATH DE number 1548406
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English | OPTION PRICING FOR TRUNCATED LÉVY PROCESSES |
scientific article; zbMATH DE number 1548406 |
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OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (English)
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5 July 2001
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Lévy processes
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Black-Scholes equation
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risk-minimizing portfolio
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