Financial Modelling with Jump Processes
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- Type
- article
- Published
- 2005-01-01
- Cited by
- 2,129
- References
- 0
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- https://openalex.org/W2125862561
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Keywords
Citation, Jump, Series (stratigraphy), Library science, Computer science
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- Two studies in risk management: portfolio insurance under risk measure constraint and quadratic hedge for jump processes.
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