On option pricing under a completely random measure via a generalized Esscher transform (Q938038): Difference between revisions

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Latest revision as of 13:47, 28 June 2024

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On option pricing under a completely random measure via a generalized Esscher transform
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    On option pricing under a completely random measure via a generalized Esscher transform (English)
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    18 August 2008
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    option pricing
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    kernel-biased completely random measures
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    generalized gamma processes
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    Esscher transform
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    Laplace functionals
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