Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120)

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Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression
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    Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (English)
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    30 September 2014
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    option pricing
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    Lévy process
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    nonlinear regression
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    asymptotic expansion
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