On continuity properties for option prices in exponential Lévy models
Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 4, pp. 645-670 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {S. Cawston and L. Yu. Vostrikova},
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S. Cawston; L. Yu. Vostrikova. On continuity properties for option prices in exponential Lévy models. Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 4, pp. 645-670. http://geodesic.mathdoc.fr/item/TVP_2009_54_4_a1/

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