Efficient static replication of European options under exponential Lévy models
| Year of publication: |
2009
|
|---|---|
| Authors: | Takahashi, Akihiko ; Yamazaki, Akira |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 1, p. 1-15
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