Call option prices based on Bessel processes (Q539516): Difference between revisions
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Revision as of 16:08, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Call option prices based on Bessel processes |
scientific article |
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Call option prices based on Bessel processes (English)
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30 May 2011
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Bessel processes
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last passage times
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strict local martingale
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