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← Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps (Q4586441)

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The following pages link to Splitting and matrix exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps (Q4586441):

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A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)

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