Dongtao Pan
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Person:2164551
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing and hedging foreign equity options under Hawkes jump-diffusion processes Physica A | 2022-08-15 | Paper |
| Exchange options under clustered jump dynamics Quantitative Finance | 2020-12-07 | Paper |
Research outcomes over time
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