A decomposition formula for fractional Heston jump diffusion models (Q6346026)
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scientific article; zbMATH DE number 900436332
Language | Label | Description | Also known as |
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English | A decomposition formula for fractional Heston jump diffusion models |
scientific article; zbMATH DE number 900436332 |
Statements
28 July 2020
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q-fin.PR
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math.PR
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