Asian Options Under One-Sided Lévy Models (Q5299562)
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scientific article; zbMATH DE number 6181231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asian Options Under One-Sided Lévy Models |
scientific article; zbMATH DE number 6181231 |
Statements
Asian Options Under One-Sided Lévy Models (English)
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26 June 2013
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Asian option
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Lévy process
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exponential functional
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hypergeometric-type function
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