scientific article; zbMATH DE number 1124634
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Publication:4378664
zbMath0937.62107MaRDI QIDQ4378664
Simon R. Hurst, Eckhard Platen
Publication date: 14 June 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Student-\(t\) distributionleptokurtosismixture distributionsquadratic variation processasset price model
Processes with independent increments; Lévy processes (60G51) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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