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Non-Gaussian Price Dynamics and Implications for Options Pricing.

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01 Jun 12

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Non-Gaussian Price Dynamics and Implications for Options Pricing.  M. A. Fuentes, A. Gerig, and J. Vicente, (2012), in Derivative Securities Pricing and Modelling, J. A. Batten and N. Wagner eds. (Emerald, United Kingdom).

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Non-Gaussian Price Dynamics and Implications for Options Pricing.

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