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Risk Models with Jumps and Time-Varying Second Moments
van den Goorbergh, Rob, Molenaar, R., Steenbeek, Onno W., Vlaar, PeterYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1816371
File:
PDF, 601 KB
english, 2011