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scientific article
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scientific article

    Statements

    author
    Xiandong Wang
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    Jian-min He
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    publication date
    10 August 2016
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    zbMATH Keywords
    pure birth-jump diffusion process
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    stochastic interest rate
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    Girsanov theorem
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    option pricing
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    Identifiers

    zbMATH DE Number
    6613659
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