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scientific article; zbMATH DE number 1897411
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scientific article; zbMATH DE number 1897411

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    author
    Paulius Jakubėnas
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    publication date
    27 April 2003
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    zbMATH DE Number
    1897411
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    zbMATH Keywords
    European option
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    convex pay-off function
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    Lévy process
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