Pricing options on mean reverting underliers (Q4555092)
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scientific article; zbMATH DE number 6981209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options on mean reverting underliers |
scientific article; zbMATH DE number 6981209 |
Statements
Pricing options on mean reverting underliers (English)
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19 November 2018
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measure change
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numeraire selection
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variance gamma
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square root process
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