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person:"Madan, Dilip B."
~isPartOf:"Discussion paper / Institute for Economic Research, Queen's University"
~isPartOf:"The journal of computational finance"
~subject:"negative binomial process"
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Discussion paper / Institute for Economic Research, Queen's University
The journal of computational finance
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Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter
;
Khanna, Ajay
;
Madan, Dilip B.
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
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