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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~person:"Cufaro Petroni, Nicola"
~subject:"Derivat"
~subject:"Portfolio selection"
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Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
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