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Duality and Derivative Pricing with Time-Changed Lévy Processes. (2005). Fajardo, José ; Mordecki, Ernesto.
In: IBMEC RJ Economics Discussion Papers.
RePEc:ibr:dpaper:2005-12.

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  1. Market symmetry in time-changed Brownian models. (2010). Fajardo, José ; Mordecki, Ernesto.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:1:p:53-59.

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  2. Skewness Premium with Lévy Processes. (2006). Fajardo, José ; Mordecki, Ernesto.
    In: IBMEC RJ Economics Discussion Papers.
    RePEc:ibr:dpaper:2006-04.

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References

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