Models for option pricing based on empirical characteristic function of returns (Q3083383)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Models for option pricing based on empirical characteristic function of returns |
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Models for option pricing based on empirical characteristic function of returns (English)
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21 March 2011
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option pricing
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empirical characteristic function
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implied parameters
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Lévy processes
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