1405 citations to 10.1007/978-3-662-05265-5 (Crossref Cited-By Service)
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  7. Yuping Song, Chen Li, Hemin Wang, Jiayi Meng, Liang Hao, “Nonparametric Threshold Estimation for Drift Function in Jump–Diffusion Model of Interest Rate Using Asymmetric Kernel”, Mathematics, 11, № 10, 2023, 2281  crossref
  8. Michael Kohlmann, Dewen Xiong, Zhongxing Ye, “Mean Variance Hedging in a General Jump Model”, Applied Mathematical Finance, 17, № 1, 2010, 29  crossref
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