Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539)

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Margrabe's option to exchange in a Paretian-stable subordinated market.
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    Margrabe's option to exchange in a Paretian-stable subordinated market. (English)
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    13 June 2002
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    Finance
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    Option pricing
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    Real options
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    Non-Gaussian processes
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    \(\alpha\)-stable distribution
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    Subordination
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