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Latest revision as of 12:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
11 July 2008
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COGARCH
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extreme value theory
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generalized Cox-Ingersoll-Ross model
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Lévy processes
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Ornstein-Uhlenbeck processes
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