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Title
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The pricing of exotic options by Monte-Carlo simulations in a Lévy market with stochastic volatility
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Author
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Language
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English
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Source (journal)
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International journal of theoretical and applied finance. - Singapore
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Publication
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Singapore
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2003
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ISSN
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0219-0249
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Volume/pages
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6
:8
(2003)
, p. 839-864
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