Exchangeability-type properties of asset prices (Q3173000)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Exchangeability-type properties of asset prices |
scientific article |
Statements
Exchangeability-type properties of asset prices (English)
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10 October 2011
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barrier option
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duality principle
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exchangeability
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homogeneous function
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Lévy process
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multi-asset option
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payoff
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put-call symmetry
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semi-static hedging
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symmetry
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swap invariance
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zonoid
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0.829383373260498
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0.8109281063079834
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0.7838945388793945
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0.7805314660072327
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0.7783769965171814
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