Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402): Difference between revisions

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Latest revision as of 00:39, 29 June 2024

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Non-Gaussian distribution for stock returns and related stochastic differential equation
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    Non-Gaussian distribution for stock returns and related stochastic differential equation (English)
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    6 February 2009
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    type VII and IV family of Pearson system
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    local linearization method
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    risk management
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