An extended set of risk neutral valuation relationships for the pricing of contingent claims (Q375471)

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An extended set of risk neutral valuation relationships for the pricing of contingent claims
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    An extended set of risk neutral valuation relationships for the pricing of contingent claims (English)
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    30 October 2013
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    HARA utility functions
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    risk neutral valuation relationships
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    displaced diffusion model
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    three-parameter lognormal
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