A comprehensive mathematical approach to exotic option pricing (Q2910830)
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scientific article; zbMATH DE number 6081152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comprehensive mathematical approach to exotic option pricing |
scientific article; zbMATH DE number 6081152 |
Statements
A comprehensive mathematical approach to exotic option pricing (English)
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11 September 2012
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Lévy processes
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pseudodifferential equations
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option pricing
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