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N°14-54: Polynomial Preserving Diffusions and Applications in Finance, D. Filipovic and M. Larsson, 2014.

N°14-54: Polynomial Preserving Diffusions and Applications in Finance, D. Filipovic and M. Larsson, 2014.

AuthorD. Filipović, M. Larsson
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2479826

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