Option pricing in an exponential mixedts Lévy process (Q1703561)
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scientific article; zbMATH DE number 6846276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in an exponential mixedts Lévy process |
scientific article; zbMATH DE number 6846276 |
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Option pricing in an exponential mixedts Lévy process (English)
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2 March 2018
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exponential Lévy process
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mixed tempered stable
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R package
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calibration
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