OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (Q4522657)
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scientific article; zbMATH DE number 1548406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING FOR TRUNCATED LÉVY PROCESSES |
scientific article; zbMATH DE number 1548406 |
Statements
OPTION PRICING FOR TRUNCATED LÉVY PROCESSES (English)
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5 July 2001
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Lévy processes
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Black-Scholes equation
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risk-minimizing portfolio
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