Clustered Lévy processes and their financial applications

Clustered Lévy processes and their financial applications

Hainaut, Donatien
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Volume:
319
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2016.12.040
Date:
August, 2017
File:
PDF, 1.10 MB
english, 2017
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