VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE (Q3580218): Difference between revisions
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scientific article
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English | VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE |
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VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE (English)
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11 August 2010
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asset pricing model
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multivariate normal mean-variance mixture
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univariate subordination
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Lévy processes
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generalized hyperbolic distribution
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