"On the calibration of local jump-diffusion asset price models."

Stefan Kindermann, Philipp A. Mayer (2011)

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DOI: 10.1007/S00780-011-0159-7

access: closed

type: Journal Article

metadata version: 2023-10-19

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Stefan Kindermann, Philipp A. Mayer:
On the calibration of local jump-diffusion asset price models. Finance Stochastics 15(4): 685-724 (2011)

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