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Stability for multidimensional jump-diffusion processes
Stochastic Processes and Their Applications, 1999exaly
Doubly perturbed jump-diffusion processes
Journal of Mathematical Analysis and Applications, 2009exaly
Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
Mathematics of Operations Research, 1997exaly
Bandwidth selection of nonparametric threshold estimator in jump–diffusion models
Computers and Mathematics With Applications, 2017exaly