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HARVARD Citation
Chesney, M. et al. (2018). Parisian options with jumps: a maturity–excursion randomization approach. Quantitative finance. 18 (11), pp. 1887-1908. [Online].
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Chesney, M. et al. (2018). Parisian options with jumps: a maturity–excursion randomization approach. Quantitative finance. 18 (11), pp. 1887-1908. [Online].