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Exotic Option Pricing and Advanced Lévy Models
Andreas Kyprianou , Wim Schoutens , Paul Wilmott
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion,...

Editeur : Wiley
Parution : 2006-06-14

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113,31 €