Portfolio Generating Functions with Price Drivingby Brown Motions and Poisson Point-Processes

Guo Zijun

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PDF(212 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2010, Vol. 26 ›› Issue (1) : 1-8.
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Portfolio Generating Functions with Price Drivingby Brown Motions and Poisson Point-Processes

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