Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing (Q2267602)
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scientific article; zbMATH DE number 5676241
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| English | Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing |
scientific article; zbMATH DE number 5676241 |
Statements
Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing (English)
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1 March 2010
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uniform convergence
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option pricing for Lévy processes
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empirical option pricing formula
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0.7487437129020691
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0.7063263654708862
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0.6960226893424988
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