Options on realized variance and convex orders (Q2866381)
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scientific article; zbMATH DE number 6238225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on realized variance and convex orders |
scientific article; zbMATH DE number 6238225 |
Statements
Options on realized variance and convex orders (English)
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13 December 2013
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equity options
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Lévy process
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stochastic volatility
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stochastic processes
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