Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps
Published 2023 View Full Article
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Title
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps
Authors
Keywords
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Journal
MATHEMATICAL FINANCE
Volume 33, Issue 3, Pages 842-890
Publisher
Wiley
Online
2023-04-06
DOI
10.1111/mafi.12387
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