Risk adjustments of option prices under time-changed dynamics (Q2879017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk adjustments of option prices under time-changed dynamics |
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Risk adjustments of option prices under time-changed dynamics (English)
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5 September 2014
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analytical approximation
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price-risk adjustments
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Lévy processes
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stochastic volatility
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affine models
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calibration
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asset pricing
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contingent pricing
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futures pricing
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