Symmetry and duality in Lévy markets (Q5484646)
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scientific article; zbMATH DE number 5047895
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Symmetry and duality in Lévy markets |
scientific article; zbMATH DE number 5047895 |
Statements
Symmetry and duality in Lévy markets (English)
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21 August 2006
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Lévy processes
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girsanov theorem
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smile
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numeraire
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duality
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symmetry
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0.8643432259559631
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0.8480277061462402
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0.8480021357536316
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0.8290300965309143
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0.8282186985015869
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