On European and Asian option pricing in the generalized hyperbolic model
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Publication:5697665
DOI10.1017/S095679250400542XzbMath1138.91471MaRDI QIDQ5697665
Publication date: 18 October 2005
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s095679250400542x
91G20: Derivative securities (option pricing, hedging, etc.)
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