Correction to: Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Quantitative Finance, (2020), 20, 2, (291-310), 10.1080/14697688.2019.1655785)

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ID: 87229
2020
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not2020correctionquantitative Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
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Journal quantitative finance
Year 2020
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10.1080/14697688.2019.1698847
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