Subordinated Levy Processes and Applications to Crude Oil Options / Noureddine Krichene.

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Bibliographic Details
Online Access: Full Text (via IMF e-Library)
Main Author: Krichene, Noureddine
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, 2005.
Series:IMF working paper ; WP/2005/174.

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