Option pricing and hedging under a Markov switching Lévy process model (Q4623784)
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scientific article; zbMATH DE number 7028114
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| English | Option pricing and hedging under a Markov switching Lévy process model |
scientific article; zbMATH DE number 7028114 |
Statements
22 February 2019
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Markov chain model
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Lévy process
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option pricing
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hedging
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0.8935847282409668
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0.845383882522583
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0.8427271842956543
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0.8380688428878784
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