Lévy-Ito models in finance (Q2039766)
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scientific article; zbMATH DE number 7367834
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lévy-Ito models in finance |
scientific article; zbMATH DE number 7367834 |
Statements
Lévy-Ito models in finance (English)
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5 July 2021
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asset pricing
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foreign exchange
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interest rate models
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Lévy measure
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Lévy processes
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Poisson random measure
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pricing kernels
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risk aversion
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risk premium
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Siegel's paradox
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Vasicek model
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0.8063510060310364
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0.7604800462722778
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0.7604800462722778
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0.7569507956504822
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0.7564544677734375
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