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Option pricing under stochastic volatility and tempered stable Lévy jumps

✍ Scribed by Zaevski, Tsvetelin S.; Kim, Young Shin; Fabozzi, Frank J.

Book ID: 122281383
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 389 KB
Volume: 31
Category: Article
ISSN: 1057-5219
DOI: 10.1016/j.irfa.2013.10.004

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