Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic techniques for option pricing under a hyperexponential Lévy model |
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Analytic techniques for option pricing under a hyperexponential Lévy model (English)
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13 June 2018
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Lévy process
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hyperexponential
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option pricing
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Greeks
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implied volatility
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asymptotic expansion
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