The Smooth-Fit Property in an Exponential Lévy Model

Journal of Applied Probability 2012 / 03 Vol. 49; Iss. 1

The Smooth-Fit Property in an Exponential Lévy Model

Lamberton, Damien, Mikou, Mohammed
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Volume:
49
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200008901
Date:
March, 2012
File:
PDF, 119 KB
english, 2012
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