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~isPartOf:"International journal of financial engineering"
~subject:"Option pricing theory"
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Option pricing theory
Levy subordinator
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Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011778268
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