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~subject:"Estimation"
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Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
2
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
3
Perpetual exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Lian, Guanghua
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 450-462
Persistent link: https://www.econbiz.de/10011490614
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