Short-term risk management using stochastic Taylor expansions under Lévy models
Year of publication: |
2003
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Authors: | Schoutens, Wim ; Studer, Michael |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 33.2003, 1, p. 173-188
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