Local times of ranked continuous semimartingales (Q939396)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local times of ranked continuous semimartingales |
scientific article |
Statements
Local times of ranked continuous semimartingales (English)
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22 August 2008
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portfolios
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portfolio generating functions
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continuous semimartingales
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order statistics
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local times
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