Sato processes and the valuation of structured products
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Publication:3182646
DOI10.1080/14697680701861419zbMath1171.91327OpenAlexW3123626266MaRDI QIDQ3182646
Dilip B. Madan, Ernst Eberlein
Publication date: 12 October 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680701861419
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