Extracting market information from equity options with exponential Lévy processes (Q1994305): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extracting market information from equity options with exponential Lévy processes |
scientific article |
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Extracting market information from equity options with exponential Lévy processes (English)
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1 November 2018
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risk-neutral density
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exponential Lévy processes
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pricing kernel
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relative risk-aversion coefficient
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