PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (Q5291319): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
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+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
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+Optimal Stopping and the American Put
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+Normal rank
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+Option pricing when underlying stock returns are discontinuous
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+Asymptotic mixed normality and hellinger processes
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