Continuous Time Processes with Stable Increments
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Bibliographic InfoArticle provided by University of Chicago Press in its journal Journal of Business.
Volume (Year): 51 (1978)
Issue (Month): 4 (October)
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- Tian, Yisong Sam, 1998. "A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis," International Review of Economics & Finance, Elsevier, Elsevier, vol. 7(3), pages 315-330.
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