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Change of measure in a Heston–Hawkes stochastic volatility model
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- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 24 July 2024, pp. 1-30
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Asymptotic analysis of the general stochastic epidemic with variable infectious periods
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 18-35
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- March 2001
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