Pricing financial claims contingent upon an underlying asset monitored at discrete times (Q2476662)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing financial claims contingent upon an underlying asset monitored at discrete times |
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Pricing financial claims contingent upon an underlying asset monitored at discrete times (English)
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12 March 2008
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discrete monitoring
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Fourier transform
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option pricing
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Padé approximants
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Wiener-Hopf technique
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