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Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process
Valuación de un producto estructurado de compra sobre el SX5E cuando la incertidumbre de los rendimientos está modelada con procesos log-estables
José Antonio Climent Hernándeza,
Corresponding author
jach@azc.uam.mx

Corresponding author.
, Carolina Cruz Matúb
a Universidad Autónoma Metropolitana, Mexico
b Grupo Bolsa Mexicana de Valores, Mexico
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ISSN: 01861042
Original language: English
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