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Option pricing under jump-diffusion models with mean-reverting bivariate jumps
Miao, Daniel Wei-chung
;
Lin, Xenos Chang-shuo
;
Chao, …
- In:
Operations research letters
42
(
2014
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10010259274
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Stochastic comparisons on two finite mixture models
Amini-Seresht, Ebrahim
;
Zhang, Yiying
- In:
Operations research letters
45
(
2017
)
5
,
pp. 475-480
Persistent link: https://www.econbiz.de/10011774693
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