The normal inverse gaussian lévy process: simulation and approximation
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Publication:4371861
DOI10.1080/15326349708807456zbMath0899.60036OpenAlexW1988615517MaRDI QIDQ4371861
Publication date: 21 January 1998
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349708807456
simulationsnormal variance-mean mixturestock price datacharacteristic tripletnormal inverse Gaussian Lévy process
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