Option pricing with Lévy-stable processes generated by Lévy-stable integrated variance (Q3404096)
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scientific article; zbMATH DE number 5667266
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| English | Option pricing with Lévy-stable processes generated by Lévy-stable integrated variance |
scientific article; zbMATH DE number 5667266 |
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Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (English)
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5 February 2010
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commodity market
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commodity market prices
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Lévy process
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hedging techniques
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0.8133752942085266
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0.803676187992096
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0.7940168380737305
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0.7901114225387573
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