The quintessential option pricing formula under Lévy processes (Q735135)
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scientific article; zbMATH DE number 5615136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quintessential option pricing formula under Lévy processes |
scientific article; zbMATH DE number 5615136 |
Statements
The quintessential option pricing formula under Lévy processes (English)
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14 October 2009
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Lévy processes
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pseudo-differential operators
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option pricing
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