Computation of powered option prices under a general model for underlying asset dynamics (Q2074891)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of powered option prices under a general model for underlying asset dynamics |
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Computation of powered option prices under a general model for underlying asset dynamics (English)
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11 February 2022
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powered options
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geometric Lévy model
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regime-switching model
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Black-Scholes-Vasiček model
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Heston's stochastic volatility model
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