Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398)
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scientific article; zbMATH DE number 7698381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form option pricing for exponential Lévy models: a residue approach |
scientific article; zbMATH DE number 7698381 |
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Closed-form option pricing for exponential Lévy models: a residue approach (English)
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20 June 2023
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Lévy process
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stable process
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variance gamma process
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normal inverse Gaussian process
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stochastic volatility
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option pricing
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Mellin transform
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