Quasi--Self-Dual Exponential Lévy Processes (Q2940776)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi--Self-Dual Exponential Lévy Processes |
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Quasi--Self-Dual Exponential Lévy Processes (English)
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20 January 2015
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barrier options
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Lévy processes
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put-call symmetry
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quasi-self-duality
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semistatic hedging
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