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Computers & Mathematics with Applications 2018 / 10

The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing

Höök, Lars Josef, Ludvigsson, Gustav, von Sydow, Lina
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Language:
english
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2018.08.028
Date:
October, 2018
File:
PDF, 539 KB
english, 2018
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