Non-Gaussian analytic option pricing: a closed formula for the L\'evy-stable model
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References listed on IDEAS
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Cited by:
- Jean-Philippe Aguilar & Cyril Coste & Hagen Kleinert & Jan Korbel, 2016. "Regularization and analytic option pricing under $\alpha$-stable distribution of arbitrary asymmetry," Papers 1611.04320, arXiv.org, revised Nov 2016.
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