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Courtois, Olivier le; Quittard-Pinon, François - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 95-120

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Bernard, Carole; Cui, Zhenyu - In: The journal of computational finance 15 (2011) 1, pp. 69-105

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Bernard, Carole; Tian, Weidong - In: The Geneva risk and insurance review 35 (2010) 1, pp. 47-81

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