Randomisation and recursion methods for mixed-exponential Levy models, with financial applications

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Title: Randomisation and recursion methods for mixed-exponential Levy models, with financial applications
Authors: Mijatovic, A
Pistorius, M
Stolte, J
Item Type: Report
Issue Date: 22-Dec-2015
URI: http://hdl.handle.net/10044/1/18562
Copyright Statement: © 2014 The Authors
Appears in Collections:Financial Mathematics
Mathematics



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