Regulating stochastic clocks§

DOI10.1080/14697688.2024.2376743MaRDI QIDQ6592292zbMATHFDO

Authors Zhe Fei, Weixuan Xia

Publication date 26 August 2024

Published in Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Financial markets (91G15)

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