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Short-rate models with stochastic discontinuities: a PDE approach

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Bibliographic Details
Main Authors:	Calvia, Alessandro, De Donno, Marzia, Guardasoni, Chiara, Sanfelici, Simona
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability 35Q91, 60H30, 91G20, 91G30, 91G60
Online Access:	Acceder al recurso
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