Exchangeability-type properties of asset prices (Q3173000): Difference between revisions
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scientific article
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English | Exchangeability-type properties of asset prices |
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Statements
Exchangeability-type properties of asset prices (English)
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10 October 2011
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barrier option
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duality principle
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exchangeability
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homogeneous function
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Lévy process
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multi-asset option
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payoff
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put-call symmetry
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semi-static hedging
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symmetry
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swap invariance
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zonoid
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