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Latest revision as of 21:46, 8 July 2024

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Risky Asset Models with Tempered Stable Fractal Activity Time
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    Risky Asset Models with Tempered Stable Fractal Activity Time (English)
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    8 August 2014
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    random time change
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    fractal activity time
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    Ornstein-Uhlenbeck-type processes
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    Lévy processes
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    fractional Lévy motion
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    tempered stable distribution
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    normal tempered stable distribution
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