Option pricing in time-changed Lévy models with compound Poisson jumps (Q2326531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in time-changed Lévy models with compound Poisson jumps |
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Option pricing in time-changed Lévy models with compound Poisson jumps (English)
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8 October 2019
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Lévy process
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change of time
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compound Poisson process
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digital option
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variance-gamma process
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hypergeometric function
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