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Stochastic Processes Appl. 130, No. 2, 824-844 (2020).

MSC: 60H07 91G80

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Market delay and \(G\)-expectations. (English) Zbl 07157653

Stochastic Processes Appl. 130, No. 2, 694-707 (2020).

MSC: 91G10 91G20 60F05

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Optimal importance sampling for Lévy processes. (English) Zbl 07157627

Stochastic Processes Appl. 130, No. 1, 20-46 (2020).

MSC: 91G60 60G51

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