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2014 Artikel Variational solutions of the pricing PIDEs for

Variational solutions of the pricing PIDEs for European options in Lévy models. Applied Mathematical Finance 21 (5) (2014), 417–450 (with K. Glau)

VariationalSolOptionsPIDELevy_EberleinGlau2013_0926.pdf — PDF document, 774Kb

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