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The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps

The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps

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XIONG, Dewen, Michael KOHLMANN, 2009. The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps. In: Stochastic Analysis and Applications. 27(3), pp. 604-636. Available under: doi: 10.1080/07362990902844504

@article{Xiong2009Dynam-783, title={The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps}, year={2009}, doi={10.1080/07362990902844504}, number={3}, volume={27}, journal={Stochastic Analysis and Applications}, pages={604--636}, author={Xiong, Dewen and Kohlmann, Michael} }

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