Pricing multivariate options under stochastic volatility lévy processes (Q3020617)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing multivariate options under stochastic volatility lévy processes |
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Pricing multivariate options under stochastic volatility lévy processes (English)
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4 August 2011
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multivariate options
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extended Esscher transform
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time-changed Lévy process
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generalized Fourier transform
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