Cost-efficiency in multivariate Lévy models (Q2351198): Difference between revisions

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Latest revision as of 02:36, 20 March 2024

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Cost-efficiency in multivariate Lévy models
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    Cost-efficiency in multivariate Lévy models (English)
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    23 June 2015
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    cost-efficient strategies
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    multivariate Lévy models
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    multivariate Esscher transform
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    basket option
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