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MR3690484
91G20
(60H30 60J75 91B70)
Baustian, Falko; Mrázek, Milan; Pospíšil, Jan; Sobotka, Tomáš Unifying pricing formula for several stochastic volatility models with jumps. Appl. Stoch. Models Bus. Ind. 33 (2017), no. 4, 422–442. |
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