American options: the EPV pricing model
Year of publication: |
2004-05-18
|
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Authors: | Boyarchenko, Svetlana ; Levendorskii, Sergei |
Institutions: | EconWPA |
Subject: | Levy processes | option pricing | dividend paying assets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 19 19 pages |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G12 - Asset Pricing |
Source: |
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American options: the EPV pricing model
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Time-Changed Levy Processes and Option Pricing
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Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
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