Lévy processes in finance distinguished by their coarse and fine path properties
Kyprianou, A. and Loeffen, R., 2005. Lévy processes in finance distinguished by their coarse and fine path properties. In: Kyprianou, A., Schoutens, W. and Wilmott, P., eds. Exotic Option Pricing and Advanced Lévy Models. Chichester: Wiley, pp. 1-28.
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|Item Type||Book Sections|
|Creators||Kyprianou, A.and Loeffen, R.|
|Editors||Kyprianou, A., Schoutens, W. and Wilmott, P.|
|Departments||Faculty of Science > Mathematical Sciences|
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