Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888)

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Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
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    Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (English)
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    11 August 2022
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    multivariate Lévy processes
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    fitting methods
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    correlation estimation
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