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Numerical valuation of European options under two-asset infinite-activity exponential Lévy models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Moda, Massimiliano, Hout, Karel J. in 't, Vanmaele, Michèle, Benth, Fred Espen
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis Computational Finance
Online Access:	Acceder al recurso
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