APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (Q3560080)

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APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING
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    APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING (English)
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    19 May 2010
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    Lévy process
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    pricing of derivative securities
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    hyperexponential jump-diffusion process
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    CGMY/KoBol model
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    barrier options
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