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A Non-Parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
Barria, J.A.
;
Hall, S.G.
- In:
Computational economics
19
(
2002
)
3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10007038270
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Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi
;
Liu, Haiying
- In:
Computational economics
46
(
2015
)
1
,
pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
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