Pricing vulnerable lookback options using Laplace transforms (Q6581980)
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scientific article; zbMATH DE number 7890866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable lookback options using Laplace transforms |
scientific article; zbMATH DE number 7890866 |
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Pricing vulnerable lookback options using Laplace transforms (English)
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1 August 2024
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lookback options
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vulnerable options
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first passage time
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jump-diffusion
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Laplace transforms
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