Extracting market information from equity options with exponential Lévy processes (Q1994305): Difference between revisions

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Latest revision as of 05:21, 17 July 2024

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Extracting market information from equity options with exponential Lévy processes
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    Extracting market information from equity options with exponential Lévy processes (English)
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    1 November 2018
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    risk-neutral density
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    exponential Lévy processes
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    pricing kernel
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    relative risk-aversion coefficient
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