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Pricing currency options in a fractional Brownian motion with jumps

✍ Scribed by Wei-Lin Xiao; Wei-Guo Zhang; Xi-Li Zhang; Ying-Luo Wang

Book ID
116424078
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
271 KB
Volume
27
Category
Article
ISSN
0264-9993

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