A multivariate Lévy process model with linear correlation (Q3645200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate Lévy process model with linear correlation |
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A multivariate Lévy process model with linear correlation (English)
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16 November 2009
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volatility modelling
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stochastic jumps
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non-Gaussian option pricing
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non-Gaussian distributions
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multivariate volatility
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model calibration
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mathematical finance
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implementation of pricing
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