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                                       Details for article 8 of 8 found articles
 
 
  Risk measures for derivatives with Markov-modulated pure jump processes
 
 
Title: Risk measures for derivatives with Markov-modulated pure jump processes
Author: Elliott, Robert J.
Chan, Leunglung
Siu, Tak Kuen
Appeared in: Asia-Pacific financial markets
Paging: Volume 13 (2007) nr. 2 pages 129-149
Year: 2007
Contents:
Publisher: Kluwer Academic Publishers-Plenum Publishers, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 8 of 8 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands