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A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases
Author(s) -
Claudia Yeap,
Simon Kwok,
S. T. Boris Choy
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2820873
Subject(s) - economics , mathematical economics , mathematics

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