"Clustered Lévy processes and their financial applications."

Donatien Hainaut (2017)

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DOI: 10.1016/J.CAM.2016.12.040

access: closed

type: Journal Article

metadata version: 2020-02-20

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Donatien Hainaut:
Clustered Lévy processes and their financial applications. J. Comput. Appl. Math. 319: 117-140 (2017)

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