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scientific article; zbMATH DE number 7266316
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scientific article; zbMATH DE number 7266316

    Statements

    author
    Sang Wu
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    Chao Xu
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    Yinghui Dong
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    publication date
    27 October 2020
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    zbMATH Keywords
    vulnerable option
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    jump-diffusion model
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    European options
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G30
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    60J70
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    zbMATH DE Number
    7266316
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