Pricing average options under time-changed Lévy processes (Q2447509)

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Pricing average options under time-changed Lévy processes
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    Pricing average options under time-changed Lévy processes (English)
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    25 April 2014
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    average options
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    time-changed Lévy processes
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    Gram-Charlier expansion
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    affine processes
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    quadratic Gaussian processes
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