Adjusting Exponential Levy Models Towards the Simultaneous...

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SSRN Electronic Journal 2014

Adjusting Exponential Levy Models Towards the Simultaneous Calibration of Market Prices for Crash Cliquets

Carr, Peter, Khanna, Ajay, Madan, Dilip B.
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2635607
File:
PDF, 206 KB
english, 2014
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