Option pricing formulae for speculative prices modelled by subordinated stochastic processes

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https://hdl.handle.net/1813/8875
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Author
Rachev, S. T.; Samorodnitsky, G.
Abstract
This paper to appear in the "Annals of Applied Probability".
Date Issued
1991-10
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
990
Type
technical report

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