Non-Gaussian distribution for stock returns and related stochastic differential equation (Q1000402)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Gaussian distribution for stock returns and related stochastic differential equation |
scientific article |
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Non-Gaussian distribution for stock returns and related stochastic differential equation (English)
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6 February 2009
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type VII and IV family of Pearson system
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local linearization method
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risk management
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