Tempered stable process, first passage time, and path-dependent option pricing (Q1722755): Difference between revisions

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Revision as of 06:40, 18 July 2024

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Tempered stable process, first passage time, and path-dependent option pricing
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    Tempered stable process, first passage time, and path-dependent option pricing (English)
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    18 February 2019
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    Lévy process
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    tempered stable process
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    first passage time
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    barrier option pricing
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    perpetual American option pricing
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