Publication:3099667
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zbMath1493.62585MaRDI QIDQ3099667
Alexander Szimayer, Claudia Klüppelberg, Ross A. Maller
Publication date: 1 December 2011
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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