Skew Brownian Motion and Pricing European Options
Year of publication: |
2007
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Authors: | Corns, T.R.A. ; Satchell, S.E. |
Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 13.2007, 5-6, p. 523-544
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