Short-term risk management using stochastic Taylor expansions under Lévy models

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Publication:1413347

DOI10.1016/S0167-6687(03)00152-5zbMath1028.60084MaRDI QIDQ1413347

Wim Schoutens, Michael Studer

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)






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