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scientific article; zbMATH DE number 1210093
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scientific article; zbMATH DE number 1210093

    Statements

    author
    Gérard Pafumi
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    publication date
    5 September 1999
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    zbMATH Keywords
    option pricing
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    Esscher measure
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    Poisson process
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    Identifiers

    zbMATH DE Number
    1210093
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