An on-line supplement to ‘A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options’
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چکیده
This document is an on-line supplement to a recent paper (Carr and Crosby (2008)) entitled “A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options”. OLS
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تاریخ انتشار 2009