Pricing compound Poisson processes with the...

Pricing compound Poisson processes with the Farlie–Gumbel–Morgenstern dependence structure

Fouad Marri, Edward Furman
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Volume:
51
Year:
2012
Language:
english
Pages:
7
DOI:
10.1016/j.insmatheco.2012.01.007
File:
PDF, 537 KB
english, 2012
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