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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~type:"article"
~type_genre:"Conference paper"
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Multivariate option pricing models with Lévy and Sato VG marginal processes
Guillaume, Florence
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011854500
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