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Revision as of 05:19, 13 February 2024
scientific article; zbMATH DE number 918811
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scientific article; zbMATH DE number 918811 |
Statements
22 August 1996
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core theory
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independent and stationary increments
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Lévy processes
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mathematical finance
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risk estimation
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Greenwood-Pitman approach
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excursion theory
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