Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962)
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English | Stochastic modeling of currency exchange rates with novel validation techniques |
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Stochastic modeling of currency exchange rates with novel validation techniques (English)
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26 July 2022
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modeling
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Ornstein-Uhlenbeck process
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CKLS model
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\(\mathcal{SGT}\) distribution
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estimation
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validation
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