Option pricing under time interval driven model (Q6171877)
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scientific article; zbMATH DE number 7713879
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing under time interval driven model |
scientific article; zbMATH DE number 7713879 |
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Option pricing under time interval driven model (English)
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18 July 2023
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option pricing
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time interval driven model
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subordinator
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Mellin transform
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