Pricing and hedging basket options to prespecified levels of acceptability (Q3577149)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging basket options to prespecified levels of acceptability |
scientific article |
Statements
Pricing and hedging basket options to prespecified levels of acceptability (English)
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5 August 2010
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equity options
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Lévy process
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mathematical finance
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stochastic volatility
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stochastic processes
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