Statistical Arbitrage in Jump-Diiusion Models with Compound Poisson Processes
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1988 ◽
Vol 130
(2)
◽
pp. 493-508
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1999 ◽
Vol 15
(1)
◽
pp. 89-101
◽
1988 ◽
Vol 17
(2)
◽
pp. 443-460
◽
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