On a new approach to calculating expectations for option pricing (Q4804742)
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scientific article; zbMATH DE number 1902510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a new approach to calculating expectations for option pricing |
scientific article; zbMATH DE number 1902510 |
Statements
On a new approach to calculating expectations for option pricing (English)
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27 July 2003
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option pricing
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barrier option
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moment generating functions
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change of measure
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