Ehrenfest model with large jumps in finance (Q1885847): Difference between revisions
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Revision as of 23:34, 18 April 2024
scientific article
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English | Ehrenfest model with large jumps in finance |
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Ehrenfest model with large jumps in finance (English)
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12 November 2004
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Lévy stable process
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Ehrenfest model
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stock index prices
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exchange rates
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