Time changes, Laplace transforms and path-dependent options (Q5948630)
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scientific article; zbMATH DE number 1671460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time changes, Laplace transforms and path-dependent options |
scientific article; zbMATH DE number 1671460 |
Statements
Time changes, Laplace transforms and path-dependent options (English)
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16 June 2002
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path-dependent options
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stochastic time changes
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Laplace transform
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Monte Carlo simulations
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