A class of risk neutral densities with heavy tails
Year of publication: |
2001
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Authors: | Hartvig, Niels Vaever ; Jensen, Jens Ledet ; Pedersen, Jan |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 5.2001, 1, p. 115
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