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Option pricing theory
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CBI-time-changed Lévy processes
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
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2022
Persistent link: https://www.econbiz.de/10013347447
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Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
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2021
Persistent link: https://www.econbiz.de/10013347384
Saved in:
3
CBI-time-changed Lévy processes for multi-currency modeling
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
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2021
Persistent link: https://www.econbiz.de/10013347432
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