Option pricing with Lévy-Stable processes generated by...

Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance

Cartea, Álvaro, Howison, Sam
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Volume:
9
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680902748506
Date:
June, 2009
File:
PDF, 647 KB
english, 2009
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