OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMALITY OF PAYOFFS IN LÉVY MODELS |
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OPTIMALITY OF PAYOFFS IN LÉVY MODELS (English)
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12 November 2014
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cost-efficient strategies
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optimal payoffs
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Lévy model
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Esscher transform
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delta hedging
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