Multivariate Lévy models: calibration and pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Amici, Giovanni, Brandimarte, Paolo, Messeri, Francesco, Semeraro, Patrizia
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2303.13346