Saddlepoint approximations to option prices (Q1305423)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations to option prices |
scientific article |
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Saddlepoint approximations to option prices (English)
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27 June 2001
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saddle-point approximations
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distribution of a random variables
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Brownian motion
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option-pricing
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Lévy processes
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Fourier transform
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