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N°17-60: Polynomial Jump-Diffusion Models, D. Filipovic and M. Larsson, 2017.

N°17-60: Polynomial Jump-Diffusion Models, D. Filipovic and M. Larsson, 2017.

AuthorD. Filipović, M. Larsson
Date1 March 2017
CategoryWorking Papers
Linkhttp://ssrn.com/abstract=3075520

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