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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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    Identifiers

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