On the non-equilibrium density of geometric mean reversion (Q962018)

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On the non-equilibrium density of geometric mean reversion
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    title
    On the non-equilibrium density of geometric mean reversion (English)
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    author
    Zhaojun Yang
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    Christian-Oliver Ewald
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    publication date
    1 April 2010
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    Identifiers

    Mathematics Subject Classification ID
    62E15
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    62P20
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    60J70
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    zbMATH DE Number
    5689315
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