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~isPartOf:"Journal of mathematical finance"
~person:"Mataramvura, Sure"
~person:"Sun, Zhongyang"
~subject:"Analysis"
~subject:"Efficient frontier"
~subject:"Option pricing theory"
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Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
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