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Nonparametric Estimation of Jump-Diffusions

2007
openaire   +1 more source

Stochastic Calculus with Jump Diffusions

2007
openaire   +1 more source

Optimal Stopping of Jump Diffusions

2005
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Parametric Estimation of Jump-Diffusions

2007
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diffusion processes
fos: mathematics
jump processes
option pricing
mathematics
optimization and control math.oc
jel:g12
fos: economics and business
stochastic differential equations
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