A new type of barrier options: lizard option (Q2398587)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new type of barrier options: lizard option |
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A new type of barrier options: lizard option (English)
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16 August 2017
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barrier options
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Lévy processes
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variance gamma model
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Wiener-Hopf factorization
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lizard option
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