Option evaluation formulas for some classes of Lévy processes (Q3587696)
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scientific article; zbMATH DE number 5781380
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| English | Option evaluation formulas for some classes of Lévy processes |
scientific article; zbMATH DE number 5781380 |
Statements
8 September 2010
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Lévy process
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characteristic function
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fast Fourier transform
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0.8102089762687683
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0.7971261143684387
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0.7900276780128479
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0.7900276780128479
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