Option pricing in an exponential mixedts Lévy process (Q1703561): Difference between revisions

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+Mixed tempered stable distribution
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+A further look at robustness via Bayes's theorem
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+Sato processes and the valuation of structured products
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+Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter
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+Q5615180
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+Q4219536
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+Q4937701
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+Normal rank