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Exponential stock models driven by tempered stable processes - MaRDI portal

Exponential stock models driven by tempered stable processes (Q2451785)

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Exponential stock models driven by tempered stable processes
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    Exponential stock models driven by tempered stable processes (English)
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    4 June 2014
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    exponential stock model
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    tempered stable process
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    bilateral Esscher transform
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    option pricing
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