Closed Form Option Pricing Under Generalized Hermite...

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Closed Form Option Pricing Under Generalized Hermite Expansions

Drimus, Gabriel G., Necula, Ciprian, Farkas, Walter
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2349868
File:
PDF, 315 KB
english, 2013
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