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scientific article; zbMATH DE number 2190329
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scientific article; zbMATH DE number 2190329

    Statements

    publication date
    1 August 2005
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    zbMATH Keywords
    geometric Lévy process
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    CGMY process
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    heavy tails
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    large deviations
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    Identifiers

    Mathematics Subject Classification ID
    60J75
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    60F10
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    60F17
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    60K99
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    91G20
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    zbMATH DE Number
    2190329
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