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Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/8875
Title: Option pricing formulae for speculative prices modelled by subordinated stochastic processes
Authors: Rachev, S. T.
Samorodnitsky, G.
Keywords: Operations Research
Industrial Engineering
technical report
Issue Date: Oct-1991
Publisher: Cornell University Operations Research and Industrial Engineering
Citation: 990
Abstract: This paper to appear in the "Annals of Applied Probability".
URI: http://hdl.handle.net/1813/8875
Appears in Collections:ORIE Technical Reports

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