The times change: multivariate subordination. Empirical facts (Q2893067): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1080/14697688.2010.481635 / rank | |||
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Property / OpenAlex ID: W2035971174 / rank | |||
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Property / cites work: The Variance Gamma Process and Option Pricing / rank | |||
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Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank | |||
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Latest revision as of 10:06, 5 July 2024
scientific article
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English | The times change: multivariate subordination. Empirical facts |
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The times change: multivariate subordination. Empirical facts (English)
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25 June 2012
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correlation modelling
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econophysics
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equity options
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quantitative finance
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