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Non-gaussian merton - black - scholes theory

Boyarchenko, S.I & Levendorskii, S.Z

Non-gaussian merton - black - scholes theory S.I. Boyarchenko & S.Z. Levendorskii - Singapore World Scientific 2002 - xxi 398 - Advanced Series on Statistical Science & Applied Probability 9 .

ISBN: 9789810249441

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