Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset Prices With Regime-Switching Variance Gamma Dynamics |
scientific article |
Statements
Asset Prices With Regime-Switching Variance Gamma Dynamics (English)
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5 June 2009
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asset pricing
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Lévy process
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Markov chain
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gamma process
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VG process
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