Stochastic systems with memory and jumps
Author:
Funder
CAS
NFR
Publisher
Elsevier BV
Subject
Analysis,Applied Mathematics
Reference45 articles.
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3. A delayed Black and Scholes formula;Arriojas;Stoch. Anal. Appl.,2007
4. Approximations of small jumps of Lévy processes with a view towards simulation;Asmussen;J. Appl. Probab.,2001
5. Weak Dirichlet processes with jumps;Bandini;Stochastic Process. Appl.,2017
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