has been cited by the following article(s):
[1]
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A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise
Communications in Statistics - Theory and Methods,
2018
DOI:10.1080/03610926.2018.1500602
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[2]
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Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
Mathematical and Computer Modelling,
2013
DOI:10.1016/j.mcm.2012.06.038
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