"Analytical representations for the basic affine jump diffusion."

Lingfei Li, Rafael Mendoza-Arriaga, Daniel Mitchell (2016)

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DOI: 10.1016/J.ORL.2015.12.003

access: closed

type: Journal Article

metadata version: 2023-09-30

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Lingfei Li, Rafael Mendoza-Arriaga, Daniel Mitchell:
Analytical representations for the basic affine jump diffusion. Oper. Res. Lett. 44(1): 121-128 (2016)

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