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Kennisplein > Transform analysis and asset pricing for diffusion processes: A recursive approach

Transform analysis and asset pricing for diffusion processes: A recursive approach

Reconciling short term risks

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Authors

Contributors to this publication:

Zhaoning Shang

Marc Goovaerts

Roger Laeven
Academic Paper
22 November 2013

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Researchers

Zhaoning Shang

Marc Goovaerts

Roger Laeven