"Jump-diffusion models with constant parameters for financial log-return ..."

Daniel Synowiec (2008)

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DOI: 10.1016/J.CAMWA.2008.02.051

access: open

type: Journal Article

metadata version: 2021-02-11

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Daniel Synowiec:
Jump-diffusion models with constant parameters for financial log-return processes. Comput. Math. Appl. 56(8): 2120-2127 (2008)

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