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On two-parametric Esscher transform for geometric CGMY Lévy processes
Boughamoura, Wissem, Trabelsi, FaouziVolume:
19
Year:
2014
Language:
english
Journal:
International Journal of Operational Research
DOI:
10.1504/ijor.2014.059504
File:
PDF, 275 KB
english, 2014