Trade duration risk in subdiffusive financial models (Q2137643)
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scientific article; zbMATH DE number 7527075
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| default for all languages | No label defined |
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| English | Trade duration risk in subdiffusive financial models |
scientific article; zbMATH DE number 7527075 |
Statements
Trade duration risk in subdiffusive financial models (English)
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16 May 2022
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duration risk
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subdiffusions
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tempered subdiffusions
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derivative pricing
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inverse tempered stable subordinator
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Lévy processes
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