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"Integro-differential equations for option prices in exponential ..."

Rama Cont, Ekaterina Voltchkova (2005)

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DOI: 10.1007/S00780-005-0153-Z

access: closed

type: Journal Article

metadata version: 2020-07-22

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Rama Cont, Ekaterina Voltchkova:
Integro-differential equations for option prices in exponential Lévy models. Finance Stochastics 9(3): 299-325 (2005)

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