Stochastic Volatility for Lévy Processes (Q4812839)
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scientific article; zbMATH DE number 2094451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility for Lévy Processes |
scientific article; zbMATH DE number 2094451 |
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Stochastic Volatility for Lévy Processes (English)
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23 August 2004
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stock price models
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stochastic exponentials
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martingale models
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