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scientific article; zbMATH DE number 7112213
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scientific article; zbMATH DE number 7112213

    Statements

    author
    Xiangbo Meng
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    Yanmei Sun
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    Ziping Du
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    Li-Dong Zhang
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    publication date
    2 October 2019
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    zbMATH Keywords
    exponential Ornstein-Uhlenbeck process
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    basket option
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    moment matching methods
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    Identifiers

    zbMATH DE Number
    7112213
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