Pricing average options under time-changed Lévy processes (Q2447509): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing average options under time-changed Lévy processes |
scientific article |
Statements
Pricing average options under time-changed Lévy processes (English)
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25 April 2014
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average options
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time-changed Lévy processes
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Gram-Charlier expansion
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affine processes
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quadratic Gaussian processes
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