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MR1904936 (2003f:91048) 91B28 (35S15 60G51)
Boyarchenko, Svetlana I.; Levendorskiń≠, Sergei Z. Non-Gaussian Merton-Black-Scholes theory. Advanced Series on Statistical Science & Applied Probability, 9. World Scientific Publishing Co., Inc., River Edge, NJ, 2002. xxii+398 pp. ISBN: 981-02-4944-6
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