Exponential stock models driven by tempered stable processes (Q2451785): Difference between revisions
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Revision as of 09:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Exponential stock models driven by tempered stable processes |
scientific article |
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Exponential stock models driven by tempered stable processes (English)
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4 June 2014
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exponential stock model
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tempered stable process
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bilateral Esscher transform
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option pricing
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