Implied price processes anchored in statistical realizations (Q2085829)
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scientific article; zbMATH DE number 7604120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied price processes anchored in statistical realizations |
scientific article; zbMATH DE number 7604120 |
Statements
Implied price processes anchored in statistical realizations (English)
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19 October 2022
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equivalent Lévy processes
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V-shaped measure change
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valuation equilibria
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