Publication:4378664
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zbMath0937.62107MaRDI QIDQ4378664
Eckhard Platen, Simon R. Hurst
Publication date: 14 June 2000
Student-\(t\) distribution; leptokurtosis; mixture distributions; quadratic variation process; asset price model
60G51: Processes with independent increments; Lévy processes
62P20: Applications of statistics to economics
62P05: Applications of statistics to actuarial sciences and financial mathematics
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