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"Option pricing in an exponential MixedTS Lévy process."

Lorenzo Mercuri, Edit Rroji (2018)

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DOI: 10.1007/S10479-016-2180-X

access: closed

type: Journal Article

metadata version: 2023-08-28

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Lorenzo Mercuri, Edit Rroji:
Option pricing in an exponential MixedTS Lévy process. Ann. Oper. Res. 260(1-2): 353-374 (2018)

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