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~institution:"Bank of Canada"
~institution:"International Center for Financial Asset Management and Engineering"
~person:"Cheng, Peng"
~source:"econis"
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Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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