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"Efficient Simulation of Clustering Jumps with CIR Intensity."

Angelos Dassios, Hongbiao Zhao (2017)

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DOI: 10.1287/OPRE.2017.1640

access: closed

type: Journal Article

metadata version: 2020-03-31

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Angelos Dassios, Hongbiao Zhao:
Efficient Simulation of Clustering Jumps with CIR Intensity. Oper. Res. 65(6): 1494-1515 (2017)

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