Estimation of the characteristics of the jumps of a general Poisson-diffusion model
| Year of publication: |
2004
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|---|---|
| Authors: | Mancini, C. |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 104.2004, 1, p. 42-52
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