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American options: the EPV pricing model - MaRDI portal

American options: the EPV pricing model (Q665543)

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scientific article; zbMATH DE number 6012188
Language Label Description Also known as
English
American options: the EPV pricing model
scientific article; zbMATH DE number 6012188

    Statements

    American options: the EPV pricing model (English)
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    5 March 2012
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    Lévy processes
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    option pricing
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    dividend paying assets
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    Identifiers