Option pricing under threshold autoregressive models by threshold Esscher transform (Q2494607): Difference between revisions
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Latest revision as of 00:48, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under threshold autoregressive models by threshold Esscher transform |
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Option pricing under threshold autoregressive models by threshold Esscher transform (English)
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14 July 2006
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