Closed-form option pricing for exponential Lévy models: a residue approach

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Publication:6158398

DOI10.1080/14697688.2022.2152365zbMath1518.91270MaRDI QIDQ6158398

Justin Lars Kirkby, Jean-Philippe Aguilar

Publication date: 20 June 2023

Published in: Quantitative Finance (Search for Journal in Brave)






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