Characteristic function of the positive part of a random variable and related results, with applications (Q900570)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic function of the positive part of a random variable and related results, with applications |
scientific article |
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Characteristic function of the positive part of a random variable and related results, with applications (English)
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22 December 2015
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characteristic function
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positive part
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random variable
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random walks
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Spitzer's identity
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call and put options
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