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subject:"Levy process"
~isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Ausreißer"
~subject:"Mathematical finance"
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Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
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Les options sur contrats futures : introduction d'un processus de diffusion mixte et application aux devises
Bito, Christian
- In:
Finance : revue de l'Association Française de Finance
8
(
1987
)
2
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pp. 7-24
Persistent link: https://www.econbiz.de/10001075331
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