Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Review of Derivatives Research
سال: 2015
ISSN: 1380-6645,1573-7144
DOI: 10.1007/s11147-015-9113-8