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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~person:"Benth, Fred Espen"
~person:"Di Nunno, Giulia"
~subject:"Volatility"
~subject:"jump-diffusion"
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Benth, Fred Espen
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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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