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Calibration and hedging under jump diffusion
He, C.
;
Kennedy, J.S.
;
Coleman, T.F.
;
Forsyth, P.A.
;
Li, Y.
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10007600251
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