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