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Noncausal affine processes with applications to derivative pricing

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Authors and Corporations: Gouriéroux, Christian (Author), Lu, Yang (Author)
Other Authors: Lu, Yang [Author]
Type of Resource: E-Book
Language: English
published:
[Palaiseau] Center for Research in Economics and Statistics January 2019
Series: Centre de recherche en économie et statistique: Série des documents de travail ; no. 2019, 02
Source: Verbunddaten SWB
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