Sato processes and the valuation of structured products (Q3182646): Difference between revisions
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Revision as of 00:55, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sato processes and the valuation of structured products |
scientific article |
Statements
Sato processes and the valuation of structured products (English)
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12 October 2009
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equity options
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Lévy process
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mathematical finance
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stochastic volatility
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stochastic processes
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