A moment matching market implied calibration (Q5397467)
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scientific article; zbMATH DE number 6260412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment matching market implied calibration |
scientific article; zbMATH DE number 6260412 |
Statements
A moment matching market implied calibration (English)
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20 February 2014
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financial engineering
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Lévy process
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options applications
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