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Article

Tankov, Peter and Voltchkova, Ekaterina (2009) Asymptotic Analysis of Hedging Errors in Models with Jumps. Stochastic Processes and their Applications, vol. 119 (n° 6). pp. 2004-2027.

Tankov, Peter and Voltchkova, Ekaterina (2009) Jump-diffusion models: a practitioner's guide. Banque et Marchés, vol. 99 (n° 1). p. 24.

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