Stochastic differential equations with diffusion and jumps modeling currency markets
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Publication:845088
DOI10.3103/S1063454109040013zbMath1187.60044OpenAlexW2055598291MaRDI QIDQ845088
S. R. Filimonova, Yana I. Belopolskaya
Publication date: 5 February 2010
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1063454109040013
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)
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