Exotic options with Lévy processes : the Markovian approach
Sergio Ortobelli Lozza; Alessandro Staino
Year of publication: |
2011
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Authors: | Ortobelli Lozza, Sergio ; Staino, Alessandro |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221X. - Vol. 8.2011, 1, p. 140-156
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