On Asian option pricing for NIG Lévy processes (Q1883479)
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scientific article; zbMATH DE number 2107322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Asian option pricing for NIG Lévy processes |
scientific article; zbMATH DE number 2107322 |
Statements
On Asian option pricing for NIG Lévy processes (English)
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12 October 2004
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Normal inverse Gaussian distribution
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Esscher transform
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Comonotonicity
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