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Onq-optimal martingale measures in exponential Lévy models

✍ Scribed by Christian Bender; Christina R. Niethammer

Publisher: Springer-Verlag
Year: 2008
Tongue: English
Weight: 566 KB
Volume: 12
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-008-0067-7

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