On a Heath-Jarrow-Morton approach for stock options (Q2516770)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Heath-Jarrow-Morton approach for stock options |
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On a Heath-Jarrow-Morton approach for stock options (English)
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4 August 2015
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Heath-Jarrow-Morton
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option price surfaces
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Lévy processes
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