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Pricing approximations and error estimates for local Lévy-type models with default
Lorig, Matthew, Pagliarani, Stefano, Pascucci, AndreaVolume:
69
Language:
english
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2015.03.013
Date:
May, 2015
File:
PDF, 819 KB
english, 2015