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Home : 

Levy Models in Option Pricing

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Description:
Hans Buehler
Contents
 Some examples
 Levy processes
 Using Levy processes to model the stock price process
 Numerical methods


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Submitter: vanna
Publisher: Not Specified
Published: Sat, 23-Jun-2007
ICRA: EC - Early Childhood
linked: 737 times

Rating:    (1 Vote)
 
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