Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096)

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Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance
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    Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (English)
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    5 February 2010
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    commodity market
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    commodity market prices
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    Lévy process
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    hedging techniques
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