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scientific article; zbMATH DE number 1096552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1096552 |
Statements
12 December 1997
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stock returns
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option pricing
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empirical analysis
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Lévy processes
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Esscher transforms
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hyperbolic model
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parametric martingale measures
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