Brownian–Laplace Motion and Its Use in Financial Modelling (Q3435996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Brownian–Laplace Motion and Its Use in Financial Modelling |
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Brownian–Laplace Motion and Its Use in Financial Modelling (English)
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8 May 2007
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Black-Scholes pricing
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generalized normal Laplace distribution
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Laplace motion
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Lévy process
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option value
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