Clustered Lévy processes and their financial applications
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Publication:515759
DOI10.1016/j.cam.2016.12.040zbMath1358.60062OpenAlexW2562973937MaRDI QIDQ515759
Publication date: 16 March 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.12.040
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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