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Explicit solutions of the exit problem for a class of Lévy processes; applications to the pricing of double-barrier options

Authors:	Sonia Fourati

Institution:	LMI de l’INSA de Rouen, avenue de l’université, 76801 Saint-Etienne du Rouvray, France LPMA de l’université Paris 6 et 7, 4 Place Jussieu, 75252 Paris Cedex 05, France

Abstract:

Keywords:	primary 60G51
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