Calculating the index of volatility in inhomogeneous Levy models (Q2287149)
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scientific article; zbMATH DE number 7157096
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| English | Calculating the index of volatility in inhomogeneous Levy models |
scientific article; zbMATH DE number 7157096 |
Statements
Calculating the index of volatility in inhomogeneous Levy models (English)
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23 January 2020
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volatility index
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Levy process
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gamma-dispersion model
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0.740488588809967
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0.734821617603302
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0.7339603304862976
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0.7304002046585083
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0.7282138466835022
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