Estimation and prediction under local volatility jump...

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Estimation and prediction under local volatility jump diffusion model

Kim, Namhyoung, Lee, Younhee
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.09.035
Date:
October, 2017
File:
PDF, 550 KB
english, 2017
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