Pricing Contingent Claims on Stocks Driven by Lévy...

Pricing Contingent Claims on Stocks Driven by Lévy Processes

Terence Chan
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Volume:
9
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2667343
Date:
May, 1999
File:
PDF, 2.11 MB
english, 1999
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