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Publication:3645682
zbMath1178.91223MaRDI QIDQ3645682
Publication date: 18 November 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
option pricingautoregressive gamma processcompound autoregressive processWishart autoregressive process
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)
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