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A non-Gaussian option pricing model with skew |
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| Authors: | Lisa Borland Jean-Philippe Bouchaud |
| Affiliation: | 1. Evnine and Associates Inc. , 456 Montgomery Street, Suite 800, San Francisco, CA 94104, USA lisa@evafunds.com;3. Science &4. Finance?/?Capital Fund Management 6-8 Bd Haussmann , 75009 Paris, France |
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