Clustered Lévy processes and their financial applications (Q515759)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Clustered Lévy processes and their financial applications |
scientific article |
Statements
Clustered Lévy processes and their financial applications (English)
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16 March 2017
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subordination
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Lévy process
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Hawkes process
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time-changed process
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