"CDS calibration under an extended JDCEV model."

Marco Di Francesco, Sidy Diop, Andrea Pascucci (2019)

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DOI: 10.1080/00207160.2018.1512104

access: closed

type: Journal Article

metadata version: 2025-01-19

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Marco Di Francesco, Sidy Diop, Andrea Pascucci:
CDS calibration under an extended JDCEV model. Int. J. Comput. Math. 96(9): 1735-1751 (2019)

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