Option pricing and hedging under a stochastic volatility Lévy process model (Q437103)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and hedging under a stochastic volatility Lévy process model |
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Option pricing and hedging under a stochastic volatility Lévy process model (English)
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17 July 2012
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option pricing
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hedging
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stochastic volatility
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continuous Markov chain
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regime-switching model
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Lévy process
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Esscher transform
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