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Keywords: Jump diffusion model
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Journal Articles
Journal:
Business Process Management Journal
Business Process Management Journal (2017) 23 (3): 537–554.
Published: 05 June 2017
... during the growth phase and to cut down on the exposure during the crisis phase. 14 01 2016 10 02 2016 10 02 2016 © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Stochastic process CIR CPPI Jump diffusion model Monte Carlo...
