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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~person:"Di Nunno, Giulia"
~subject:"Lévy processes"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
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