Pages that link to "Item:Q3404096"
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The following pages link to Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096):
Displaying 3 items.
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
- Rates for branching particle approximations of continuous-discrete filters (Q2496507) (← links)
- Derivatives pricing with marked point processes using tick-by-tick data (Q5746746) (← links)
