Open Access
SUMMER 2008 Identification of the Local Speed Function in a Levy Model for Option Pricing
S. Kindermann, P. Mayer, H. Albrecher, H. Engl
J. Integral Equations Applications 20(2): 161-200 (SUMMER 2008). DOI: 10.1216/JIE-2008-20-2-161
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Vol.20 • No. 2 • SUMMER 2008
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