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"Polynomial diffusions and applications in finance."

Damir Filipovic, Martin Larsson (2016)

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DOI: 10.1007/S00780-016-0304-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/FilipovicL16
Damir Filipovic, Martin Larsson:
Polynomial diffusions and applications in finance. Finance Stochastics 20(4): 931-972 (2016)

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