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MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES

✍ Scribed by Cindy L. Yu; Haitao Li; Martin T. Wells

Book ID: 111043192
Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 398 KB
Volume: 21
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2010.00439.x

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