Option pricing and hedge portfolios for poisson progresses (Q3475093): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedge portfolios for poisson progresses |
scientific article |
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Option pricing and hedge portfolios for poisson progresses (English)
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1990
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price processes
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Poisson processes
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European call options
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stochastic flows
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martingale representation
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hedging portfolio
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