"On Lévy processes, Malliavin calculus and market models with jumps."

Jorge A. León et al. (2002)

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DOI: 10.1007/S007800100055

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jorge A. León, Josep L. Solé, Frederic Utzet, Josep Vives:
On Lévy processes, Malliavin calculus and market models with jumps. Finance Stochastics 6(2): 197-225 (2002)

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