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Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Baños, David R., Ortiz-Latorre, Salvador, Font, Oriol Zamora
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities Probability 60G55, 60H30, 91G05, 91G15
Online Access:	Acceder al recurso
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