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                                       Details for article 96 of 96 found articles
 
 
  Valuation of European-style vulnerable options under the non-affine stochastic volatility and double exponential jump
 
 
Title: Valuation of European-style vulnerable options under the non-affine stochastic volatility and double exponential jump
Author: Huang, Shoude
Guo, Xunxiang
Appeared in: Chaos, solitons & fractals
Paging: Volume 158 () nr. C pages p.
Year: 2022
Contents:
Publisher: The Authors
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 96 of 96 found articles
 
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