Publication:3645682
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zbMath1178.91223MaRDI QIDQ3645682
Publication date: 18 November 2009
option pricing; autoregressive gamma process; compound autoregressive process; Wishart autoregressive process
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91G20: Derivative securities (option pricing, hedging, etc.)
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