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~isPartOf:"International Journal of Financial Markets and Derivatives"
~isPartOf:"Post-Print / HAL"
~isPartOf:"Quantitative finance"
~person:"Dupret, Jean-Loup"
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International Journal of Financial Markets and Derivatives
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A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
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