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Found 13 Documents (Results 1–13)

The generalized hyperbolic model: Financial derivatives and risk measures. (English) Zbl 0996.91067

Geman, Helyette (ed.) et al., Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 - July 1, 2000. Berlin: Springer. Springer Finance. 245-267 (2002).
MSC:  91B28 91B30 62P20
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