Feller processes of normal inverse Gaussian type (Q4646489)

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scientific article; zbMATH DE number 7001038
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Feller processes of normal inverse Gaussian type
scientific article; zbMATH DE number 7001038

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    Feller processes of normal inverse Gaussian type (English)
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    14 January 2019
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    normal inverse Gaussian Lévy processes
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    Feller processes
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    pseudo-differential operators
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    Black-Scholes equation
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