The use of power numeraires in option pricing (Q1728170): Difference between revisions
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Revision as of 23:59, 19 March 2024
scientific article
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English | The use of power numeraires in option pricing |
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The use of power numeraires in option pricing (English)
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22 February 2019
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COS method
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change of numeraire
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barrier options
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Heston model
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