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~isPartOf:"Applied Stochastic Models in Business and Industry"
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Closed‐form approximations for spread options in Lévy markets
Van Belle, Jente
;
Vanduffel, Steven
;
Yao, Jing
- In:
Applied Stochastic Models in Business and Industry
35
(
2018
)
3
,
pp. 732-746
Persistent link: https://www.econbiz.de/10012272410
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