Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions
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Publication:1611155
DOI10.1016/S0378-4371(02)00839-7zbMath0997.91013arXivcond-mat/0202311MaRDI QIDQ1611155
Publication date: 21 August 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0202311
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