Explicit F\"ollmer--Schweizer decomposition and discretization with jump correction in exponential L\'evy models (Q6348751)
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scientific article; zbMATH DE number 900506700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit F\"ollmer--Schweizer decomposition and discretization with jump correction in exponential L\'evy models |
scientific article; zbMATH DE number 900506700 |
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9 September 2020
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math.PR
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