Option surface statistics with applications (Q5048581)

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scientific article; zbMATH DE number 7617466
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    Option surface statistics with applications
    scientific article; zbMATH DE number 7617466

      Statements

      OPTION SURFACE STATISTICS WITH APPLICATIONS (English)
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      16 November 2022
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      bilateral gamma
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      tempered stable
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      self-decomposable
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      Sato process
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      Brownian subordination
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      CGMY model
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      beta distributions
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