Time changes for Lévy processes
Year of publication: |
2001
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Authors: | Geman, Hélyette ; Madan, Dilip B. ; Yor, Marc |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 11.2001, 1, p. 79-96
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Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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