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~person:"Arai, Takuji"
~person:"Vetter, Mathias"
~subject:"Merton jump-diffusion processes"
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International journal of theoretical and applied finance
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Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011454349
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