Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662): Difference between revisions

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Latest revision as of 19:09, 27 June 2024

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Pricing financial claims contingent upon an underlying asset monitored at discrete times
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    Pricing financial claims contingent upon an underlying asset monitored at discrete times (English)
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    12 March 2008
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    discrete monitoring
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    Fourier transform
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    option pricing
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    Padé approximants
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    Wiener-Hopf technique
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