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  • Search: subject:"Faà di Bruno's formula"
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Bell polynomials 1 CGMY process 1 Cumulants 1 European call option 1 Faà di Bruno's formula 1 Integrated CIR process 1 Markov additive process 1 Markov chain 1 Markov-Kette 1 Markov-modulation 1 Matrix-exponentials 1 Normal inverse Gaussian distribution 1 Option pricing theory 1 Optionspreistheorie 1 Probability theory 1 Risikoneutralität 1 Risk neutrality 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Tempered stable distribution 1 Volatility 1 Volatilität 1 Wahrscheinlichkeitsrechnung 1
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Asmussen, Søren 1 Bladt, Mogens 1
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Quantitative finance 1
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Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren; Bladt, Mogens - In: Quantitative finance 22 (2022) 4, pp. 675-689
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