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"Exploring non-analytical affine jump-diffusion models for path-dependent ..."

Allan Jonathan da Silva, Jack Baczynski (2024)

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DOI: 10.1007/S10287-024-00514-1

access: closed

type: Journal Article

metadata version: 2024-05-08

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Allan Jonathan da Silva, Jack Baczynski:
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives. Comput. Manag. Sci. 21(1): 29 (2024)

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