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MR2431451
(2009g:62121)
62M10
(60G10)
Thavaneswaran, A.; Peiris, S.; Singh, Jagbir Derivation of kurtosis and option pricing formulas for popular volatility models with applications in finance. Comm. Statist. Theory Methods 37 (2008), no. 11-12, 1799--1814. |
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