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Quasi--Self-Dual Exponential Lévy Processes

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Bibliographic Details
Published in:SIAM journal on financial mathematics 2014-01, Vol.5 (1), p.656-684
Main Authors: Rheinländer, Thorsten, Schmutz, Michael
Format: Article
Language:English
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ISSN:1945-497X
1945-497X
DOI:10.1137/110859555