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A self-exciting threshold jump-diffusion model for option valuation
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
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Self-Exciting effects of house prices on unit prices in Australian capital cities
Valadkhani, Abbas
;
Smyth, Russell
-
2015
Persistent link: https://www.econbiz.de/10011346684
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