Financial market models with Lévy processes and time-varying volatility (Q61364)

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    Financial market models with Lévy processes and time-varying volatility
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      32
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      7
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      1363-1378
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      July 2008
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      Young Shin Kim
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      Svetlozar T. Rachev
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      Michele Leonardo Bianchi
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      Frank J. Fabozzi
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