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A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING - MaRDI portal

A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (Q3523565)

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A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING
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    A GENERAL SUBORDINATED STOCHASTIC PROCESS FOR DERIVATIVES PRICING (English)
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    3 September 2008
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    option pricing
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    jump diffusion
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    subordinated process
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