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~institution:"Econometric Society"
~institution:"London School of Economics (LSE)"
~person:"Fajardo, José"
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Fajardo, José
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Pricing Derivatives on Two Lé}vy-driven Stocks
Mordecki, Ernesto
;
Fajardo, José
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Econometric Society
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2004
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, of both the European and the American type. This relation, based on a change of numeraire …
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