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    Statements

    author
    Jianqi Yang
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    Qingxian Xiao
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    publication date
    11 November 2009
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    Mathematics Subject Classification ID
    91B30
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    91G80
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    91G10
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    zbMATH DE Number
    5630393
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    zbMATH Keywords
    insider
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    shortfall risk
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    jump-diffusion model
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