Higher order asymptotic option valuation for non-Gaussian dependent returns

DOI10.1016/j.jspi.2006.06.023zbMath1201.91206OpenAlexW2033861438MaRDI QIDQ866646

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Publication date: 14 February 2007

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.06.023

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