On Continuity Properties for Option Prices in Exponential Lévy Models (Q3087746)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Continuity Properties for Option Prices in Exponential Lévy Models |
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On Continuity Properties for Option Prices in Exponential Lévy Models (English)
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16 August 2011
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option pricing
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Lévy processes
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incomplete markets
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minimal measures
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