The stochastically subordinated Poisson normal process for modelling financial assets
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Publication:4260297
DOI10.1017/S0004972700033244zbMath1109.62357MaRDI QIDQ4260297
Publication date: 7 September 1999
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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