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Computation of Greeks for asset price dynamics driven by stable and tempered stable processes

✍ Scribed by Kawai, Reiichiro; Takeuchi, Atsushi

Book ID: 127319555
Publisher: Taylor and Francis Group
Year: 2013
Tongue: English
Weight: 588 KB
Volume: 13
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697688.2011.589403

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