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"Pricing of Some Exotic Options with NIG-Lévy Input."

Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson (2004)

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DOI: 10.1007/978-3-540-25944-2_103

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  dblp key:
  - conf/iccS/RasmusAW04
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  - https://dblp.org/rec/conf/iccS/RasmusAW04
Sebastian Rasmus, Søren Asmussen, Magnus Wiktorsson:
Pricing of Some Exotic Options with NIG-Lévy Input. International Conference on Computational Science 2004: 795-802

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