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Polynomial Jump-Diffusion Models.

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Bibliographic Details
Title: Polynomial Jump-Diffusion Models.
Authors: Filipović, Damir1 (AUTHOR), Larsson, Martin2 (AUTHOR)
Source: Stochastic Systems (INFORMS). Mar2020, Vol. 10 Issue 1, p71-97. 27p.
Database: Mathematics Source
Description
ISSN:19465238
DOI:10.1287/stsy.2019.0052