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Arias, Luis A. Souto

  1. A new self-exciting jump-diffusion process for option pricing
    2022/05/26 by Arias, Luis A. Souto, Cirillo, Pasquale, Oosterlee, Cornelis W. · 1 citation
    #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR)