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On Continuity Properties for Option Prices in Exponential Lévy Models

✍ Scribed by Cawston, S.; Vostrikova, L.

Book ID: 118219974
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 276 KB
Volume: 54
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97984437

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