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~accessRights:"restricted"
~isPartOf:"Mathematics of operations research"
~language:"eng"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
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Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
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