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"Multivariate time changes for Lévy asset models: Characterization ..."
Elisa Luciano, Patrizia Semeraro (2010)
- Elisa Luciano
, Patrizia Semeraro
:
Multivariate time changes for Lévy asset models: Characterization and calibration. J. Comput. Appl. Math. 233(8): 1937-1953 (2010)
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