Integro-differential equations for foreign currency option prices in exponential Lévy models (Q2469444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integro-differential equations for foreign currency option prices in exponential Lévy models |
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Integro-differential equations for foreign currency option prices in exponential Lévy models (English)
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5 February 2008
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exponential Lévy model
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foreign currency options
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partial integro-differential equations
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