Cost-efficiency in multivariate Lévy models (Q2351198): Difference between revisions
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Latest revision as of 02:36, 20 March 2024
scientific article
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English | 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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