Geometric Brownian motion with tempered stable waiting times (Q452033): Difference between revisions

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Revision as of 01:55, 20 March 2024

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Geometric Brownian motion with tempered stable waiting times
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    Geometric Brownian motion with tempered stable waiting times (English)
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    19 September 2012
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    geometric Brownian motion
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    tempered inverse subordinator
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    calibration
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