Kernel-correlated Lévy field driven forward rate and application to derivative pricing
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Publication:373004
DOI10.1007/s00245-013-9196-2zbMath1272.93105OpenAlexW3125285325MaRDI QIDQ373004
Xuewei Yang, Yong Jin Wang, Li Jun Bo
Publication date: 21 October 2013
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-013-9196-2
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