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Issue Date
Title
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1-Jun-2022
A new self-exciting jump-diffusion process for option pricing
Souto Arias, Luis Antonio
;
Cirillo, Pasquale
;
Oosterlee, Cornelis W.
2021
A note on the view of the Pickands dependence function as a Lorenz curve
Fontanari, Andrea
;
Cirillo, Pasquale
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Author
1
Fontanari, Andrea
1
Oosterlee, Cornelis W.
1
Souto Arias, Luis Antonio
Subject (DDC)
1
510: Mathematik
Date issued
1
2021
1
2022
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2
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