Hyperbolic distributions in finance (Q1904973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hyperbolic distributions in finance |
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Hyperbolic distributions in finance (English)
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6 May 1996
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absolute continuous change of measure
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option pricing
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stock price data
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distributional form of compound returns
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hyperbolic distributions
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hyperbolic Levy motion
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Esscher transform
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valuation formula
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derivative securities
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Black-Scholes pricing
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