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  1. Øksendal, Bernt K. [Author]; Sulem, Agnès [Author]

    Applied stochastic control of jump diffusions

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    Berlin; Heidelberg [u.a.]: Springer, c 2005

    Published in: Universitext

  2. Cont, Rama [Author]; Tankov, Peter [Author]

    Financial modelling with jump processes

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    Boca Raton, Fla. [u.a.]: Chapman & Hall/CRC, 2004

    Published in: Chapman & Hall/CRC financial mathematics series

  3. Belomestrny, Denis [Author]; Schoenmakers, John G.M. [Author]

    A jump-diffusion Libor model and tits robust calibration - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2006

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1113, ISSN 0946-8633

  4. Maneesoonthorn, Worapree [Author]; Martin, Gael M. [Author]; Forbes, Catherine Scipione [Author]

    High-frequency jump tests : which test should we use? - [(Revised working paper 17/18)]

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, January 2020

    Published in: Monash University: Working paper ; 2020,3