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scientific article
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scientific article

    Statements

    publication date
    18 November 2009
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    zbMATH Keywords
    compound autoregressive process
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    autoregressive gamma process
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    Wishart autoregressive process
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    91G20
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    zbMATH DE Number
    5635206
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