Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for a stochastic volatility Lévy model with stochastic interest rates |
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Option pricing for a stochastic volatility Lévy model with stochastic interest rates (English)
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6 August 2014
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time-change Lévy process
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stochastic interest rate
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option pricing
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European options
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