Moments of the asset price for the Barndorff-Nielsen and Shephard model

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Publication:1728116

DOI10.1007/S10986-018-9416-1zbMath1420.91465OpenAlexW2901538093MaRDI QIDQ1728116

Xianqiang Yang

Publication date: 22 February 2019

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-018-9416-1







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