Option pricing under some Lévy-like stochastic processes (Q617036): Difference between revisions
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Revision as of 18:30, 19 March 2024
scientific article
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English | Option pricing under some Lévy-like stochastic processes |
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Option pricing under some Lévy-like stochastic processes (English)
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20 January 2011
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Lévy processes
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pseudo differential operators
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option pricing
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smile
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