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Tangent Lévy market models
Carmona, René; Nadtochiy, Sergey - In: Finance and Stochastics 16 (2012) 1, pp. 63-104
Persistent link: https://www.econbiz.de/10009400215
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Local volatility dynamic models
Carmona, René; Nadtochiy, Sergey - In: Finance and Stochastics 13 (2009) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10005613449