Number of items: 2.
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.