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"Monte Carlo simulation for Barndorff-Nielsen and Shephard model under ..."
Takuji Arai, Yuto Imai (2024)
- Takuji Arai, Yuto Imai:
Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure. Math. Comput. Simul. 218: 223-234 (2024)
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