Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quanto option pricing in the presence of fat tails and asymmetric dependence |
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Quanto option pricing in the presence of fat tails and asymmetric dependence (English)
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8 June 2015
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quanto option
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multivariate normal tempered stable process
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Lévy process
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Black-Scholes option pricing
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Nikkei 225 dollar options
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