Computation of Greeks and multidimensional density estimation for asset price models with time-changed Brownian motion
Year of publication: |
2010
|
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Authors: | Kawai, Reiichiro ; Kohatsu-Higa, Arturo |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 17.2010, 3/4, p. 302-321
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Subject: | Stochastischer Prozess | Stochastic process | CAPM | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | Griechenland | Greece |
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