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Lévy-Based Cross-Commodity Models and Derivative Valuation

✍ Scribed by Jaimungal, Sebastian; Surkov, Vladimir

Book ID: 118203678
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
Tongue: English
Weight: 703 KB
Volume: 2
Category: Article
ISSN: 1945-497X
DOI: 10.1137/100791609

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