Local Linear Approximations of Jump Diffusion Processes

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Publication:5488998

DOI10.1239/jap/1143936252zbMath1099.60057OpenAlexW2049897397MaRDI QIDQ5488998

J. C. Jimenez, F. Carbonell

Publication date: 25 September 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1143936252



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