Student-like models for risky asset with dependence (Q2986696)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Student-like models for risky asset with dependence |
scientific article |
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Student-like models for risky asset with dependence (English)
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16 May 2017
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risky asset model
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student distribution
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stochastic differential equation
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geometric Brownian motion
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fractal activity time
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reciprocal gamma diffusion
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option pricing formula
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