Contingent claims on foreign assets following jump-diffusion processes (Q1418775)

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Contingent claims on foreign assets following jump-diffusion processes
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    title
    Contingent claims on foreign assets following jump-diffusion processes (English)
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    publication date
    14 January 2004
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    Mathematics Subject Classification ID
    91B30
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    91B28
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    91B82
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    zbMATH DE Number
    2026736
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    zbMATH Keywords
    Exchange rate risk
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    Markov-chain approximations
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