Optimality of payoffs in Lévy models (Q2929383)
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scientific article; zbMATH DE number 6368714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of payoffs in Lévy models |
scientific article; zbMATH DE number 6368714 |
Statements
12 November 2014
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cost-efficient strategies
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optimal payoffs
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Lévy model
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Esscher transform
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delta hedging
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Optimality of payoffs in Lévy models (English)
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