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scientific article; zbMATH DE number 5066270
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scientific article; zbMATH DE number 5066270

    Statements

    author
    Jan Kallsen
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    publication date
    23 October 2006
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    zbMATH Keywords
    Semimartingale characteristics
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    affine process
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    time change
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    Identifiers

    zbMATH DE Number
    5066270
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