Perpetual options and Canadization through fluctuation theory (Q1425486)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual options and Canadization through fluctuation theory |
scientific article |
Statements
Perpetual options and Canadization through fluctuation theory (English)
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21 March 2004
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option pricing
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perpetual option
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call option
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put option
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Russian option
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integral option
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stopping time
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Laplace transform
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Brownian motion
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Bessel process
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