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~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Chenxu"
~subject:"Jump diffusion models with multifactor stochastic volatility"
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Jump diffusion models with multifactor stochastic volatility
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Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
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