Lévy processes driven by stochastic volatility (Q2372257)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy processes driven by stochastic volatility |
scientific article |
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Lévy processes driven by stochastic volatility (English)
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25 July 2007
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Lévy process
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Markov chain
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option pricing
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stochastic volatility
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characteristic function
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jump-diffusion
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volatility smile
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volatility skew
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