Recovering the Time-Dependent Volatility in Jump-Diffusion Models from Nonlocal Price Observations

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Veröffentlicht in:	LSSC (13. : 2021 : Sozopol) Large-scale scientific computing
1. Verfasser:	Georgiev, Slavi G. (VerfasserIn)
Weitere Verfasser:	Vulkov, Lubin G. (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2022
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