Pricing foreign equity option with stochastic volatility (Q1618699)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing foreign equity option with stochastic volatility |
scientific article |
Statements
Pricing foreign equity option with stochastic volatility (English)
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13 November 2018
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exchange rate
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foreign equity option
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Fourier transform
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time-changed Lévy process
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