Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771): Difference between revisions

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Latest revision as of 12:23, 3 December 2024

scientific article; zbMATH DE number 7836414
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Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
scientific article; zbMATH DE number 7836414

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    Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (English)
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    23 April 2024
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