On the calibration of local jump-diffusion asset price models
Year of publication: |
2011
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Authors: | Kindermann, S. ; Mayer, P. A. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 4, p. 685-725
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