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Correlated continuous time random walk and option pricing
Lv, Longjin, Xiao, Jianbin, Fan, Liangzhong, Ren, FuyaoVolume:
447
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.12.013
Date:
April, 2016
File:
PDF, 391 KB
english, 2016