Lewis model revisited: option pricing with Lévy processes (Q2021615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lewis model revisited: option pricing with Lévy processes |
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Lewis model revisited: option pricing with Lévy processes (English)
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27 April 2021
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Lévy processes
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option pricing
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characteristic function
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Fourier transform
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