MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS
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Publication:4608113
DOI10.1142/S021902491850005XzbMath1395.91460OpenAlexW2789141915MaRDI QIDQ4608113
Marina Marena, Andrea Romeo, Patrizia Semeraro
Publication date: 15 March 2018
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s021902491850005x
Multivariate distribution of statistics (62H10) Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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