Decomposition formula for jump diffusion models
Date issued
2018
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Volume Title
Publisher
World Scientific Publishing
Abstract
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Citation
MERINO, R., POSPÍŠIL, J., SOBOTKA, T., VIVES, J. Decomposition formula for jump diffusion models. International Journal of Theoretical and Applied Finance, 2018, roč. 21, č. 8, s. 1850052-1-1850052-36. ISSN: 0219-0249