The value of power-related options under spectrally negative Lévy processes (Q2047039)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The value of power-related options under spectrally negative Lévy processes |
scientific article |
Statements
The value of power-related options under spectrally negative Lévy processes (English)
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19 August 2021
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Lévy process
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stable distribution
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tempered stable distribution
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digital option
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power option
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gap option
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log option
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