Pricing of options on stocks driven by multi-dimensional operator stable Levy processes (Q6469321)
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scientific article; zbMATH DE number 900057852
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| English | Pricing of options on stocks driven by multi-dimensional operator stable Levy processes |
scientific article; zbMATH DE number 900057852 |
Statements
20 December 2004
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math-ph
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math.MP
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q-fin.PR
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