Exponential L\'evy-type models with stochastic volatility and stochastic jump-intensity
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- Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia, 2017. "Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios," Finance Research Letters, Elsevier, vol. 21(C), pages 10-20.
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