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~subject:"Stochastic process"
~person:"Lin, Zuodong"
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Lin, Zuodong
Kim, Young Shin
15
Fabozzi, Frank J.
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Review of derivatives research
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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
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