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PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES
Probability in the Engineering and Informational Sciences, 2017Xingchun Wang
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Equivalent and absolutely continuous measure changes for jump-diffusion processes
Annals of Applied Probability, 2005exaly
Discrete approximation of symmetric jump processes on metric measure spaces
Probability Theory and Related Fields, 2012Zhen-Qing Chen +2 more
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