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Analytical Pricing of Asset Loans with Holding Cost and Jump Risk
CAI, Ning
(PI)
Department of Industrial Engineering and Decision Analytics
Project
:
Research
Overview
Project Details
Chinese Project Title
跳跃风险下具有持有成本的资产贷款的解析定价
Status
Finished
Effective start/end date
1/01/17
→
30/06/20
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