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~isPartOf:"The journal of futures markets"
~person:"Cui, Zhenyu"
~subject:"Capital income"
~subject:"Stochastic process"
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The journal of futures markets
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Sequential Itô-Taylor expansions and characteristic functions of stochastic
volatility
models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
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