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~isPartOf:"International journal of theoretical and applied finance"
~person:"Kufakunesu, Rodwell"
~subject:"Financial market"
~subject:"Mathematical programming"
~subject:"Option pricing theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
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