Models for option pricing based on empirical characteristic function of returns (Q3083383)
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scientific article; zbMATH DE number 5868785
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| English | Models for option pricing based on empirical characteristic function of returns |
scientific article; zbMATH DE number 5868785 |
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Models for option pricing based on empirical characteristic function of returns (English)
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21 March 2011
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option pricing
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empirical characteristic function
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implied parameters
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Lévy processes
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0.90914816
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0.88354146
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0.8816438
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0.8800347
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0.8764972
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0.87566125
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0.8745074
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