Duality and Derivative Pricing with Lévy Processes
Year of publication: |
2005-11-25
|
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Authors: | Fajardo, José ; Mordecki, Ernesto |
Institutions: | IBMEC Business School - Rio de Janeiro |
Subject: | Lévy processes | Optimal stopping | Girsanov's Theorem | Dual Market Method | Derivative pricing | Symmetry |
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