PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (Q5291319)

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scientific article; zbMATH DE number 5022368
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PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES
scientific article; zbMATH DE number 5022368

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    PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (English)
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    10 May 2006
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    Lévy processes
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    optimal stopping
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    dual market method
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    derivative pricing
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