Exchange Option Pricing Under Variance Gamma-Like Models (Q6047093)
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scientific article; zbMATH DE number 7746918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange Option Pricing Under Variance Gamma-Like Models |
scientific article; zbMATH DE number 7746918 |
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Exchange Option Pricing Under Variance Gamma-Like Models (English)
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9 October 2023
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Lévy processes
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exchange options
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energy markets
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derivative pricing
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