A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (Q3577151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes |
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A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes (English)
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5 August 2010
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Lévy process
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American options
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American style derivative securities
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barrier options
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martingales
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