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"Could the jump diffusion technique enhance the effectiveness of futures ..."

Ming-Yuan Leon Li (2009)

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DOI: 10.1016/J.MATCOM.2009.02.013

access: closed

type: Journal Article

metadata version: 2020-03-04

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Ming-Yuan Leon Li:
Could the jump diffusion technique enhance the effectiveness of futures hedging models?: A reality test. Math. Comput. Simul. 79(10): 3076-3088 (2009)

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