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Article dans des revues


Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. John-Fritz Thony, Jean VAILLANT. Parameter Estimation for a Fractional Black–Scholes Model with Jumps from Discrete Time Observations. Mathematics , 2022. ⟨hal-03845549⟩

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John-Fritz THONY (Doctorant)
Mathématiques