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Hyper-exponential jump-diffusion model under the barrier dividend strategy
Dong, Ying-hui, Chen, Yao, Zhu, Hai-feiVolume:
30
Language:
english
Journal:
Applied Mathematics-A Journal of Chinese Universities
DOI:
10.1007/s11766-015-3211-0
Date:
March, 2015
File:
PDF, 180 KB
english, 2015