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Cartea, Alvaro and del Castillo Negrete, D. (2007) Fractional diffusion models of option prices in markets with jumps. Physica A 374 (2), 749 - 763. ISSN 0378-4371.
Cartea, Alvaro and del Castillo Negrete, D. (2007) Fractional diffusion models of option prices in markets with jumps. Physica A 374 (2), 749 - 763. ISSN 0378-4371.